+665.8%
ED vs FFIV
+7,518.9%
-6,853.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | -0.1% | -5.1% | +4.9% | -0.1% |
| 3M | +3.9% | -4.5% | +8.4% | +4.0% |
| 6M | -3.0% | +36.5% | -39.5% | -3.5% |
| YTD | +10.7% | +53.0% | -42.3% | +9.9% |
| 1Y | +13.3% | +24.2% | -10.9% | +12.9% |
| 3Y | +34.5% | +137.2% | -102.7% | +32.4% |
| 5Y | +67.1% | +91.8% | -24.6% | +64.8% |
| 10Y | +103.0% | +215.2% | -112.1% | +98.6% |
| All | +665.8% | +7,518.9% | -6,853.1% | +736.2% |
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 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