+293.2%
EWY vs FN
+882.3%
-589.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | +8.0% | +3.5% | +4.5% | +7.1% |
| 30D | +14.3% | -26.0% | +40.3% | +22.6% |
| 3M | +2.3% | -33.3% | +35.6% | +12.0% |
| 6M | +49.9% | -14.9% | +64.8% | +54.0% |
| YTD | +95.3% | -8.6% | +103.9% | +95.7% |
| 1Y | +161.7% | +12.3% | +149.4% | +148.8% |
| 3Y | +230.2% | +174.4% | +55.8% | +140.8% |
| 5Y | +148.1% | +296.4% | -148.3% | +58.7% |
| 10Y | +293.2% | +890.0% | -596.9% | +93.9% |
| All | +293.2% | +882.3% | -589.2% | +93.9% |
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