+142.7%
EWY vs FLR
+230.6%
-87.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.6% |
| 7D | +1.2% | -6.9% | +8.1% | +3.1% |
| 30D | +9.3% | +1.1% | +8.2% | +8.8% |
| 3M | +2.4% | +14.3% | -11.9% | -0.9% |
| 6M | +40.3% | +19.1% | +21.2% | +34.2% |
| YTD | +88.0% | +35.1% | +52.9% | +75.5% |
| 1Y | +143.8% | +29.5% | +114.3% | +128.5% |
| 3Y | +217.8% | +53.0% | +164.8% | +177.4% |
| 5Y | +142.7% | +238.9% | -96.2% | +78.6% |
| All | +142.7% | +230.6% | -87.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling