+929.0%
EWY vs FFIV
+1,949.3%
-1,020.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +10.4% | +1.9% | +8.5% | +10.0% |
| 30D | -12.7% | -33.3% | +20.6% | -5.7% |
| 3M | -17.3% | -24.9% | +7.6% | -13.0% |
| 6M | -18.6% | -10.5% | -8.0% | -17.2% |
| YTD | +49.5% | +24.4% | +25.1% | +41.7% |
| 1Y | +55.0% | +32.3% | +22.7% | +44.9% |
| 3Y | +159.0% | +99.7% | +59.3% | +120.3% |
| 5Y | +102.5% | +38.4% | +64.1% | +83.7% |
| 10Y | +232.2% | +125.0% | +107.2% | +169.1% |
| All | +929.0% | +1,949.3% | -1,020.3% | +336.1% |
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