+64.2%
EWZ vs FFIV
+124.6%
-60.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | -25.9% | -33.3% | +7.4% | -16.7% |
| 3M | -6.1% | -24.9% | +18.8% | +1.1% |
| 6M | -16.1% | -10.5% | -5.6% | -15.2% |
| YTD | +1.0% | +24.4% | -23.5% | -9.8% |
| 1Y | 0.0% | +32.3% | -32.3% | -12.7% |
| 3Y | +16.8% | +99.7% | -82.9% | -16.5% |
| 5Y | +52.1% | +38.4% | +13.6% | +23.5% |
| All | +64.2% | +124.6% | -60.4% | -5.8% |
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