+58.7%
EWY vs FPS
+19.2%
+39.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +2.6% |
| 7D | +6.7% | +5.3% | +1.3% | +3.6% |
| 30D | +17.0% | -17.6% | +34.5% | +29.2% |
| 3M | +3.7% | -45.8% | +49.4% | +41.3% |
| 6M | +42.5% | -10.1% | +52.6% | +50.3% |
| All | +58.7% | +19.2% | +39.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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