+142.6%
EWY vs FN
+289.0%
-146.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.2% |
| 3M | -7.4% | -43.0% | +35.6% | +4.8% |
| 6M | +40.6% | -27.7% | +68.3% | +49.6% |
| YTD | +94.3% | -10.5% | +104.8% | +96.8% |
| 1Y | +164.3% | +12.5% | +151.8% | +154.5% |
| 3Y | +221.0% | +153.8% | +67.2% | +149.0% |
| All | +142.6% | +289.0% | -146.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling