+161.6%
EWY vs FN
+111.9%
+49.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.5% |
| 7D | +10.4% | +20.8% | -10.3% | +4.5% |
| 30D | -12.7% | -17.3% | +4.6% | -8.6% |
| 3M | -17.3% | -38.1% | +20.8% | -7.2% |
| 6M | -18.6% | -44.2% | +25.7% | -7.2% |
| YTD | +49.5% | -22.3% | +71.8% | +57.1% |
| 1Y | +55.0% | -20.9% | +75.9% | +61.5% |
| All | +161.6% | +111.9% | +49.8% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling