+98.8%
EWY vs FFIV
+41.1%
+57.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -10.2% | -4.2% | -6.1% | -8.8% |
| 30D | -21.5% | -33.9% | +12.4% | -11.4% |
| 3M | -14.7% | -22.6% | +7.9% | -9.1% |
| 6M | -26.8% | -10.4% | -16.5% | -25.7% |
| YTD | +43.2% | +24.3% | +18.9% | +29.7% |
| 1Y | +48.7% | +31.8% | +17.0% | +32.0% |
| 3Y | +147.9% | +99.5% | +48.4% | +81.3% |
| 5Y | +98.8% | +40.7% | +58.1% | +57.8% |
| All | +98.8% | +41.1% | +57.7% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling