+23.1%
ED vs FFIV
+32.1%
-9.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.1% |
| 7D | -1.7% | +1.9% | -3.6% | -1.5% |
| 30D | +10.7% | -33.3% | +44.0% | +6.6% |
| 3M | +11.6% | -24.9% | +36.5% | +9.4% |
| 6M | +13.5% | -10.5% | +24.0% | +13.7% |
| YTD | +23.1% | +24.4% | -1.3% | +28.5% |
| 1Y | +23.1% | +32.3% | -9.2% | +29.0% |
| All | +23.1% | +32.1% | -9.0% | +29.0% |
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 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