+50.3%
EWZ vs FFIV
+132.4%
-82.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.3% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | -25.1% | -33.8% | +8.7% | -15.6% |
| 3M | -7.7% | -20.6% | +12.9% | -2.4% |
| 6M | -15.8% | -10.2% | -5.6% | -15.0% |
| YTD | +3.6% | +24.5% | -20.9% | -7.4% |
| 1Y | +5.5% | +29.3% | -23.8% | -7.2% |
| 3Y | +22.1% | +103.8% | -81.7% | -13.4% |
| 5Y | +58.3% | +40.9% | +17.5% | +27.5% |
| 10Y | +50.3% | +126.6% | -76.3% | -14.9% |
| All | +50.3% | +132.4% | -82.1% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling