+378.9%
EFA vs FFIV
+3,705.1%
-3,326.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.0% | -2.9% | +1.9% | -0.4% |
| 30D | +1.6% | -32.4% | +34.0% | +8.6% |
| 3M | -3.2% | -22.7% | +19.5% | +0.7% |
| 6M | +2.5% | -10.7% | +13.2% | +3.5% |
| YTD | +10.7% | +25.4% | -14.7% | +4.3% |
| 1Y | +12.8% | +34.2% | -21.4% | +4.8% |
| 3Y | +66.4% | +101.2% | -34.8% | +41.5% |
| 5Y | +51.4% | +42.0% | +9.4% | +36.0% |
| 10Y | +146.3% | +126.7% | +19.6% | +98.9% |
| All | +378.9% | +3,705.1% | -3,326.3% | +125.3% |
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