-9.9%
EFX vs FFIV
+140.3%
-150.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.2% |
| 7D | -8.6% | -1.0% | -7.7% | -8.4% |
| 30D | +0.1% | -5.1% | +5.2% | +1.5% |
| 3M | +3.8% | -4.5% | +8.3% | +4.3% |
| 6M | -13.5% | +36.5% | -50.0% | -25.3% |
| YTD | -17.7% | +53.0% | -70.6% | -32.3% |
| 1Y | -25.6% | +24.2% | -49.8% | -33.9% |
| All | -9.9% | +140.3% | -150.2% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling