+18.2%
EWJ vs FFIV
+33.5%
-15.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -1.2% | -9.8% | +8.6% | +0.1% |
| 30D | -5.5% | -28.1% | +22.6% | -2.0% |
| 3M | -0.8% | -20.0% | +19.2% | +1.1% |
| 6M | +7.1% | -0.1% | +7.2% | +5.9% |
| YTD | +16.9% | +29.2% | -12.3% | +9.9% |
| 1Y | +18.2% | +36.6% | -18.4% | +9.8% |
| All | +18.2% | +33.5% | -15.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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