+1.2%
EWZ vs FFIV
+32.9%
-31.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.8% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | -25.5% | -32.4% | +6.9% | -22.3% |
| 3M | -4.5% | -22.7% | +18.2% | -1.9% |
| 6M | -15.3% | -10.7% | -4.6% | -14.6% |
| YTD | +3.1% | +25.4% | -22.3% | -0.9% |
| 1Y | +1.2% | +34.2% | -33.0% | -1.3% |
| All | +1.2% | +32.9% | -31.7% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling