+237.8%
EWY vs FN
+850.1%
-612.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.9% | +0.3% | +4.7% |
| 7D | -2.8% | +8.0% | -10.8% | -4.7% |
| 30D | -13.1% | -19.1% | +6.0% | -8.8% |
| 3M | -11.6% | -29.8% | +18.2% | -4.5% |
| 6M | -23.4% | -43.2% | +19.8% | -13.5% |
| YTD | +52.0% | -18.9% | +71.0% | +56.1% |
| 1Y | +58.6% | -17.9% | +76.5% | +61.5% |
| 3Y | +163.3% | +120.1% | +43.2% | +102.5% |
| 5Y | +108.7% | +206.7% | -98.0% | +42.5% |
| 10Y | +237.8% | +804.7% | -566.9% | +74.4% |
| All | +237.8% | +850.1% | -612.3% | +74.4% |
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