+222.9%
EWY vs FOXA
+117.6%
+105.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +3.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.1% |
| 30D | +7.3% | +5.0% | +2.3% | +7.1% |
| 3M | -5.1% | -3.0% | -2.1% | -4.3% |
| 6M | +42.1% | +14.8% | +27.3% | +40.3% |
| YTD | +94.1% | -8.9% | +103.0% | +98.0% |
| 1Y | +147.8% | +13.3% | +134.5% | +143.1% |
| 3Y | +222.9% | +115.4% | +107.5% | +175.7% |
| All | +222.9% | +117.6% | +105.3% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling