+134.3%
ED vs FFIV
+132.4%
+1.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.2% |
| 7D | -0.1% | -2.1% | +2.0% | 0.0% |
| 30D | +11.6% | -33.8% | +45.4% | +13.6% |
| 3M | +10.5% | -20.6% | +31.1% | +11.4% |
| 6M | +13.2% | -10.2% | +23.5% | +13.1% |
| YTD | +22.1% | +24.5% | -2.3% | +19.1% |
| 1Y | +24.2% | +29.3% | -5.1% | +20.6% |
| 3Y | +46.9% | +103.8% | -56.9% | +34.0% |
| 5Y | +80.8% | +40.9% | +39.9% | +69.3% |
| 10Y | +134.3% | +126.6% | +7.7% | +100.0% |
| All | +134.3% | +132.4% | +1.8% | +100.0% |
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