+432.5%
EWZ vs FFIV
+1,294.5%
-862.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.5% | -1.0% | +7.5% | +6.7% |
| 30D | +4.8% | -5.1% | +9.9% | +5.8% |
| 3M | +9.9% | -4.5% | +14.3% | +10.6% |
| 6M | +1.9% | +36.5% | -34.5% | -4.5% |
| YTD | +20.3% | +53.0% | -32.7% | +10.0% |
| 1Y | +35.6% | +24.2% | +11.4% | +28.5% |
| 3Y | +43.4% | +137.2% | -93.8% | +18.7% |
| 5Y | +55.9% | +91.8% | -35.8% | +32.6% |
| 10Y | +84.2% | +215.2% | -131.0% | +41.2% |
| All | +432.5% | +1,294.5% | -862.0% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling