+57.8%
EWZ vs FFIV
+39.5%
+18.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | -8.1% | +6.6% | 0.0% |
| 30D | -24.5% | -33.4% | +8.9% | -19.2% |
| 3M | -10.7% | -24.7% | +14.1% | -6.7% |
| 6M | -19.1% | -8.8% | -10.2% | -18.8% |
| YTD | +1.6% | +21.8% | -20.2% | -4.4% |
| 1Y | +4.3% | +25.3% | -21.0% | -2.5% |
| 3Y | +19.0% | +101.2% | -82.2% | -2.6% |
| All | +57.8% | +39.5% | +18.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling