+229.5%
EWY vs FFIV
+118.6%
+111.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | +4.2% | -0.5% | +4.8% | +4.5% |
| 30D | -10.7% | -32.4% | +21.7% | +1.0% |
| 3M | -20.1% | -25.7% | +5.6% | -12.9% |
| 6M | -24.3% | -13.5% | -10.8% | -21.8% |
| YTD | +46.9% | +21.1% | +25.8% | +33.7% |
| 1Y | +55.2% | +29.4% | +25.8% | +37.8% |
| 3Y | +157.0% | +94.9% | +62.1% | +89.2% |
| 5Y | +98.9% | +34.7% | +64.1% | +64.4% |
| All | +229.5% | +118.6% | +111.0% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling