+142.7%
EWY vs FND
-62.8%
+205.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.8% |
| 7D | +1.2% | -5.1% | +6.3% | +2.5% |
| 30D | +9.3% | -22.5% | +31.8% | +15.8% |
| 3M | +2.4% | -5.0% | +7.4% | +2.9% |
| 6M | +40.3% | -21.5% | +61.8% | +46.6% |
| YTD | +88.0% | -23.0% | +111.0% | +96.6% |
| 1Y | +143.8% | -44.9% | +188.7% | +172.8% |
| 3Y | +217.8% | -50.0% | +267.8% | +252.0% |
| 5Y | +142.7% | -63.3% | +206.1% | +172.2% |
| All | +142.7% | -62.8% | +205.5% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling