+161.7%
EWY vs FN
+11.2%
+150.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | +8.0% | +3.5% | +4.5% | +6.7% |
| 30D | +14.3% | -26.0% | +40.3% | +26.1% |
| 3M | +2.3% | -33.3% | +35.6% | +14.9% |
| 6M | +49.9% | -14.9% | +64.8% | +56.8% |
| YTD | +95.3% | -8.6% | +103.9% | +99.0% |
| 1Y | +161.7% | +12.3% | +149.4% | +147.8% |
| All | +161.7% | +11.2% | +150.6% | +147.8% |
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 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