+62.4%
EWY vs FN
-25.7%
+88.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | +0.3% |
| 7D | -8.3% | -7.0% | -1.3% | -6.2% |
| 30D | -20.5% | -24.7% | +4.2% | -12.8% |
| 3M | -11.1% | -35.7% | +24.6% | +2.2% |
| 6M | -7.0% | -52.4% | +45.4% | +15.2% |
| YTD | +56.5% | -25.0% | +81.4% | +69.8% |
| 1Y | +62.4% | -25.7% | +88.1% | +75.3% |
| All | +62.4% | -25.7% | +88.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling