+147.8%
EWY vs FTI
+89.7%
+58.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.0% |
| 7D | -0.1% | -4.4% | +4.3% | +1.2% |
| 30D | +7.3% | +1.5% | +5.8% | +7.0% |
| 3M | -5.1% | +8.2% | -13.3% | -7.3% |
| 6M | +42.1% | +18.8% | +23.2% | +31.1% |
| YTD | +94.1% | +71.7% | +22.4% | +65.2% |
| 1Y | +147.8% | +90.0% | +57.8% | +102.8% |
| All | +147.8% | +89.7% | +58.2% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling