-6.7%
EFX vs FFIV
+33.5%
-40.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +9.2% | -9.8% | +19.0% | +9.9% |
| 30D | +34.8% | -28.1% | +62.9% | +37.9% |
| 3M | +8.8% | -20.0% | +28.9% | +9.6% |
| 6M | +12.3% | -0.1% | +12.4% | +2.9% |
| YTD | -10.6% | +29.2% | -39.8% | -25.6% |
| 1Y | -6.7% | +36.6% | -43.3% | -23.3% |
| All | -6.7% | +33.5% | -40.2% | -23.3% |
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 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