+57.6%
EWY vs FFIV
+33.1%
+24.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | -2.8% | -2.9% | +0.1% | -1.8% |
| 30D | -13.1% | -32.4% | +19.3% | -4.7% |
| 3M | -11.6% | -22.7% | +11.1% | -7.9% |
| 6M | -23.4% | -10.7% | -12.7% | -22.8% |
| YTD | +52.0% | +25.4% | +26.7% | +39.8% |
| All | +57.6% | +33.1% | +24.5% | +43.5% |
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