+275.0%
EWY vs FN
+2,887.5%
-2,612.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.7% | -7.6% | +1.6% |
| 7D | -10.4% | 0.0% | -10.3% | -10.5% |
| 30D | -25.4% | -34.3% | +8.9% | -18.9% |
| 3M | -16.5% | -39.9% | +23.3% | -8.0% |
| 6M | -24.7% | -51.8% | +27.1% | -13.8% |
| YTD | +40.9% | -28.1% | +69.1% | +48.1% |
| 1Y | +49.8% | -29.1% | +78.9% | +57.1% |
| 3Y | +134.8% | +102.4% | +32.4% | +94.4% |
| 5Y | +91.4% | +171.7% | -80.2% | +46.4% |
| 10Y | +204.3% | +773.5% | -569.2% | +85.3% |
| All | +275.0% | +2,887.5% | -2,612.5% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling