+223.3%
EWY vs FN
+158.4%
+64.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.8% |
| 7D | +4.8% | -1.7% | +6.5% | +5.3% |
| 30D | +11.7% | -22.0% | +33.7% | +18.6% |
| 3M | -7.4% | -43.0% | +35.6% | +5.3% |
| 6M | +40.6% | -27.7% | +68.3% | +50.1% |
| YTD | +94.3% | -10.5% | +104.8% | +97.7% |
| 1Y | +164.3% | +12.5% | +151.8% | +155.9% |
| All | +223.3% | +158.4% | +64.9% | +141.9% |
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 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