+60.8%
EWZ vs FFIV
+126.0%
-65.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | -4.2% | +5.5% | +2.7% |
| 30D | -26.2% | -33.9% | +7.7% | -16.8% |
| 3M | -8.6% | -22.6% | +14.0% | -2.6% |
| 6M | -17.0% | -10.4% | -6.7% | -16.2% |
| YTD | +2.2% | +24.3% | -22.1% | -8.7% |
| 1Y | +2.7% | +31.8% | -29.1% | -10.2% |
| 3Y | +18.2% | +99.5% | -81.3% | -15.5% |
| 5Y | +56.0% | +40.7% | +15.3% | +25.7% |
| 10Y | +60.8% | +126.9% | -66.1% | -8.2% |
| All | +60.8% | +126.0% | -65.2% | -8.2% |
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