+164.3%
EWY vs FOXA
+9.1%
+155.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +4.2% |
| 7D | +4.8% | -4.0% | +8.8% | +4.3% |
| 30D | +11.7% | +12.0% | -0.3% | +13.6% |
| 3M | -7.4% | +0.3% | -7.7% | -5.9% |
| 6M | +40.6% | +12.5% | +28.1% | +44.2% |
| YTD | +94.3% | -9.6% | +103.9% | +96.8% |
| 1Y | +164.3% | +8.6% | +155.7% | +171.1% |
| All | +164.3% | +9.1% | +155.2% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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