+45.0%
ED vs FFIV
+102.2%
-57.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +1.6% | -8.1% | +9.8% | +1.0% |
| 30D | +13.3% | -33.4% | +46.7% | +9.9% |
| 3M | +9.7% | -24.7% | +34.5% | +7.8% |
| 6M | +12.8% | -8.8% | +21.6% | +12.6% |
| YTD | +22.3% | +21.8% | +0.5% | +25.0% |
| 1Y | +26.3% | +25.3% | +1.0% | +29.4% |
| 3Y | +45.0% | +101.2% | -56.1% | +40.2% |
| All | +45.0% | +102.2% | -57.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling