+25.9%
EWJ vs FFIV
+23.9%
+2.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.4% |
| 7D | +1.0% | +3.5% | -2.5% | +0.6% |
| 30D | +1.0% | -1.3% | +2.3% | +1.1% |
| 3M | +7.2% | +2.4% | +4.9% | +6.8% |
| 6M | +13.9% | +41.8% | -27.9% | +9.4% |
| YTD | +20.8% | +58.5% | -37.7% | +14.7% |
| All | +25.9% | +23.9% | +2.0% | +20.6% |
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