+303.5%
EWY vs FTI
+305.3%
-1.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | -0.1% | -4.4% | +4.3% | +0.8% |
| 30D | +7.3% | +1.5% | +5.8% | +7.0% |
| 3M | -5.1% | +8.2% | -13.3% | -6.9% |
| 6M | +42.1% | +18.8% | +23.2% | +36.6% |
| YTD | +94.1% | +71.7% | +22.4% | +73.6% |
| 1Y | +147.8% | +90.0% | +57.8% | +116.7% |
| 3Y | +222.9% | +270.5% | -47.6% | +141.6% |
| 5Y | +150.6% | +1,084.5% | -933.9% | +41.1% |
| All | +303.5% | +305.3% | -1.8% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling