+253.9%
EWY vs FOXA
+86.3%
+167.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +6.7% | -5.4% | +12.1% | +8.0% |
| 30D | +17.0% | +1.1% | +15.8% | +16.5% |
| 3M | +3.7% | -6.1% | +9.8% | +4.1% |
| 6M | +42.5% | +8.2% | +34.3% | +37.5% |
| YTD | +96.2% | -11.8% | +108.0% | +99.7% |
| 1Y | +160.4% | +9.9% | +150.4% | +147.7% |
| 3Y | +231.7% | +110.7% | +120.9% | +154.4% |
| 5Y | +153.3% | +86.9% | +66.3% | +98.0% |
| All | +253.9% | +86.3% | +167.6% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling