+62.4%
EWY vs FFIV
+33.5%
+28.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -8.3% | -9.8% | +1.5% | -6.0% |
| 30D | -20.5% | -28.1% | +7.5% | -15.0% |
| 3M | -11.1% | -20.0% | +8.9% | -8.6% |
| 6M | -7.0% | -0.1% | -6.9% | -9.0% |
| YTD | +56.5% | +29.2% | +27.3% | +43.9% |
| 1Y | +62.4% | +36.6% | +25.8% | +48.7% |
| All | +62.4% | +33.5% | +28.9% | +48.7% |
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