+262.8%
EWY vs FND
+66.0%
+196.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.2% |
| 7D | +4.8% | -5.2% | +10.0% | +6.1% |
| 30D | +11.7% | -19.9% | +31.5% | +17.4% |
| 3M | -7.4% | +2.7% | -10.1% | -8.6% |
| 6M | +40.6% | -21.7% | +62.2% | +47.4% |
| YTD | +94.3% | -17.5% | +111.8% | +100.5% |
| 1Y | +164.3% | -39.3% | +203.6% | +190.9% |
| 3Y | +221.0% | -49.8% | +270.7% | +257.1% |
| 5Y | +139.1% | -60.1% | +199.2% | +168.1% |
| All | +262.8% | +66.0% | +196.8% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling