+2.7%
EWZ vs FFIV
+28.6%
-26.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | -4.2% | +5.5% | +1.8% |
| 30D | -26.2% | -33.9% | +7.7% | -22.8% |
| 3M | -8.6% | -22.6% | +14.0% | -6.2% |
| 6M | -17.0% | -10.4% | -6.7% | -16.3% |
| YTD | +2.2% | +24.3% | -22.1% | -1.3% |
| 1Y | +2.7% | +31.8% | -29.1% | +0.9% |
| All | +2.7% | +28.6% | -26.0% | +0.9% |
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 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