+51.9%
EWY vs FN
-20.4%
+72.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.1% | -0.7% |
| 7D | -6.3% | +16.3% | -22.6% | -11.8% |
| 30D | -19.8% | -24.7% | +4.9% | -12.1% |
| 3M | -14.4% | -34.9% | +20.5% | -2.3% |
| 6M | -25.3% | -41.1% | +15.8% | -13.0% |
| YTD | +46.2% | -19.6% | +65.8% | +55.4% |
| All | +51.9% | -20.4% | +72.3% | +61.5% |
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