+142.7%
EWY vs FTI
+1,109.5%
-966.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.7% |
| 7D | +1.2% | -5.6% | +6.8% | +2.3% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | +2.4% | +8.1% | -5.7% | +0.8% |
| 6M | +40.3% | +16.7% | +23.6% | +35.9% |
| YTD | +88.0% | +70.0% | +18.0% | +71.2% |
| 1Y | +143.8% | +85.4% | +58.4% | +118.4% |
| 3Y | +217.8% | +265.9% | -48.2% | +151.1% |
| 5Y | +142.7% | +1,072.7% | -930.0% | +49.9% |
| All | +142.7% | +1,109.5% | -966.8% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling