+290.8%
EWY vs FFIV
+238.2%
+52.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.6% |
| 30D | +9.3% | -3.7% | +13.0% | +10.6% |
| 3M | +2.4% | +2.0% | +0.5% | +1.5% |
| 6M | +40.3% | +39.3% | +1.0% | +24.5% |
| YTD | +88.0% | +56.1% | +31.9% | +59.6% |
| 1Y | +143.8% | +22.0% | +121.8% | +123.8% |
| 3Y | +217.8% | +148.2% | +69.6% | +119.9% |
| 5Y | +142.7% | +96.3% | +46.4% | +78.7% |
| All | +290.8% | +238.2% | +52.6% | +132.4% |
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