+241.1%
EWY vs FFIV
+126.3%
+114.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | -2.8% | -2.9% | +0.1% | -1.6% |
| 30D | -13.1% | -32.4% | +19.3% | -1.7% |
| 3M | -11.6% | -22.7% | +11.1% | -5.0% |
| 6M | -23.4% | -10.7% | -12.7% | -21.7% |
| YTD | +52.0% | +25.4% | +26.7% | +36.7% |
| 1Y | +58.6% | +34.2% | +24.4% | +39.0% |
| 3Y | +163.3% | +101.2% | +62.1% | +91.7% |
| 5Y | +108.7% | +42.0% | +66.7% | +69.3% |
| All | +241.1% | +126.3% | +114.9% | +120.6% |
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 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