+980.5%
EFX vs FFIV
+7,518.9%
-6,538.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -8.6% | -1.0% | -7.7% | -8.5% |
| 30D | +0.1% | -5.1% | +5.2% | +0.7% |
| 3M | +3.8% | -4.5% | +8.3% | +4.1% |
| 6M | -13.5% | +36.5% | -50.0% | -17.3% |
| YTD | -17.7% | +53.0% | -70.6% | -22.5% |
| 1Y | -25.6% | +24.2% | -49.8% | -28.1% |
| 3Y | -12.1% | +137.2% | -149.3% | -21.9% |
| 5Y | -33.8% | +91.8% | -125.6% | -39.8% |
| 10Y | +45.1% | +215.2% | -170.0% | +23.4% |
| All | +980.5% | +7,518.9% | -6,538.4% | +523.1% |
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 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