+885.1%
EWY vs FFIV
+1,947.2%
-1,062.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -10.2% | -4.2% | -6.1% | -9.3% |
| 30D | -21.5% | -33.9% | +12.4% | -15.0% |
| 3M | -14.7% | -22.6% | +7.9% | -10.7% |
| 6M | -26.8% | -10.4% | -16.5% | -25.7% |
| YTD | +43.2% | +24.3% | +18.9% | +35.6% |
| 1Y | +48.7% | +31.8% | +17.0% | +39.2% |
| 3Y | +147.9% | +99.5% | +48.4% | +110.9% |
| 5Y | +98.8% | +40.7% | +58.1% | +79.8% |
| 10Y | +216.5% | +126.9% | +89.6% | +156.0% |
| All | +885.1% | +1,947.2% | -1,062.0% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling