+62.4%
EWY vs FND
-10.3%
+72.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.9% | -12.8% | -4.8% |
| 7D | -8.3% | +12.3% | -20.6% | -11.4% |
| 30D | -20.5% | +14.7% | -35.3% | -23.9% |
| 3M | -11.1% | -12.0% | +0.9% | -7.4% |
| 6M | -7.0% | +10.8% | -17.8% | -12.0% |
| YTD | +56.5% | -12.3% | +68.8% | +55.0% |
| 1Y | +62.4% | -13.4% | +75.8% | +60.5% |
| All | +62.4% | -10.3% | +72.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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