-32.5%
EFX vs FFIV
+26.5%
-59.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -5.9% | -2.7% |
| 7D | -9.4% | +3.5% | -12.8% | -9.9% |
| 30D | -6.9% | -1.3% | -5.6% | -6.7% |
| 3M | +0.1% | +2.4% | -2.3% | -1.6% |
| 6M | -17.3% | +41.8% | -59.1% | -27.1% |
| YTD | -21.8% | +58.5% | -80.3% | -33.1% |
| 1Y | -32.5% | +24.3% | -56.9% | -41.1% |
| All | -32.5% | +26.5% | -59.0% | -41.1% |
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