-35.2%
EFX vs FFIV
+92.2%
-127.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | -7.8% | -1.5% | -6.3% | -7.2% |
| 30D | -5.7% | -2.7% | -3.1% | -5.0% |
| 3M | +2.5% | -1.7% | +4.2% | +1.8% |
| 6M | -16.7% | +36.1% | -52.8% | -29.7% |
| YTD | -20.2% | +52.6% | -72.8% | -36.6% |
| 1Y | -31.4% | +21.5% | -52.9% | -39.6% |
| 3Y | -10.5% | +142.7% | -153.2% | -47.1% |
| 5Y | -35.2% | +92.6% | -127.8% | -57.5% |
| All | -35.2% | +92.2% | -127.4% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling