+219.4%
EWY vs FN
+837.6%
-618.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.1% | +0.7% |
| 7D | -6.3% | +16.3% | -22.6% | -10.1% |
| 30D | -19.8% | -24.7% | +4.9% | -14.4% |
| 3M | -14.4% | -34.9% | +20.5% | -5.9% |
| 6M | -25.3% | -41.1% | +15.8% | -16.4% |
| YTD | +46.2% | -19.6% | +65.8% | +50.3% |
| 1Y | +58.3% | -18.5% | +76.8% | +61.4% |
| 3Y | +155.0% | +119.1% | +35.8% | +96.3% |
| 5Y | +99.5% | +206.9% | -107.5% | +36.2% |
| 10Y | +219.4% | +826.4% | -607.0% | +65.8% |
| All | +219.4% | +837.6% | -618.2% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling