+212.9%
EWJ vs FFIV
+6,144.1%
-5,931.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.8% |
| 7D | -1.9% | -2.9% | +1.1% | -1.5% |
| 30D | -5.3% | -32.4% | +27.1% | -1.6% |
| 3M | -4.3% | -22.7% | +18.4% | -2.1% |
| 6M | +0.4% | -10.7% | +11.1% | +1.1% |
| YTD | +14.7% | +25.4% | -10.7% | +11.2% |
| 1Y | +14.7% | +34.2% | -19.4% | +10.4% |
| 3Y | +66.2% | +101.2% | -35.0% | +52.6% |
| 5Y | +50.2% | +42.0% | +8.2% | +42.1% |
| 10Y | +127.1% | +126.7% | +0.4% | +103.0% |
| All | +212.9% | +6,144.1% | -5,931.2% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling