+395.7%
EFA vs FFIV
+4,542.9%
-4,147.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | -1.0% | +1.5% | +0.7% |
| 30D | +0.9% | -5.1% | +5.9% | +1.7% |
| 3M | +4.9% | -4.5% | +9.3% | +5.5% |
| 6M | +8.6% | +36.5% | -27.9% | +1.8% |
| YTD | +14.6% | +53.0% | -38.4% | +4.9% |
| 1Y | +22.6% | +24.2% | -1.6% | +16.3% |
| 3Y | +66.5% | +137.2% | -70.7% | +38.3% |
| 5Y | +54.5% | +91.8% | -37.2% | +32.2% |
| 10Y | +144.8% | +215.2% | -70.4% | +87.5% |
| All | +395.7% | +4,542.9% | -4,147.2% | +126.5% |
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