+1,693.9%
EWY vs FTI
+2,107.5%
-413.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +6.7% | -2.3% | +9.0% | +7.4% |
| 30D | +17.0% | +5.0% | +11.9% | +15.2% |
| 3M | +3.7% | +13.8% | -10.2% | -1.0% |
| 6M | +42.5% | +22.9% | +19.6% | +32.4% |
| YTD | +96.2% | +75.0% | +21.3% | +63.3% |
| 1Y | +160.4% | +96.9% | +63.5% | +107.7% |
| 3Y | +231.7% | +276.7% | -45.1% | +105.9% |
| 5Y | +153.3% | +1,157.0% | -1,003.8% | -3.2% |
| 10Y | +308.8% | +310.7% | -1.8% | +88.0% |
| All | +1,693.9% | +2,107.5% | -413.7% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling