+104.0%
ED vs FFIV
+224.0%
-120.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.5% | -1.5% | +2.1% | +0.6% |
| 30D | +1.1% | -2.7% | +3.7% | +1.2% |
| 3M | +4.6% | -1.7% | +6.3% | +4.6% |
| 6M | -2.0% | +36.1% | -38.1% | -4.1% |
| YTD | +11.7% | +52.6% | -40.9% | +8.2% |
| 1Y | +15.7% | +21.5% | -5.8% | +13.9% |
| 3Y | +34.4% | +142.7% | -108.3% | +22.3% |
| 5Y | +67.3% | +92.6% | -25.3% | +54.0% |
| 10Y | +104.0% | +225.5% | -121.5% | +74.6% |
| All | +104.0% | +224.0% | -120.0% | +74.6% |
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 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