+1,236.8%
EWY vs FFIV
+2,419.2%
-1,182.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | -1.0% | +5.8% | +5.0% |
| 30D | +11.7% | -5.1% | +16.7% | +12.7% |
| 3M | -7.4% | -4.5% | -3.0% | -6.5% |
| 6M | +40.6% | +36.5% | +4.1% | +31.8% |
| YTD | +94.3% | +53.0% | +41.3% | +77.5% |
| 1Y | +164.3% | +24.2% | +140.1% | +150.7% |
| 3Y | +221.0% | +137.2% | +83.8% | +165.1% |
| 5Y | +139.1% | +91.8% | +47.3% | +104.2% |
| 10Y | +298.8% | +215.2% | +83.6% | +203.7% |
| All | +1,236.8% | +2,419.2% | -1,182.3% | +446.6% |
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