+1,049.4%
EFX vs FFIV
+6,100.0%
-5,050.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | +29.2% | -33.8% | +63.0% | +35.5% |
| 3M | +3.5% | -20.6% | +24.1% | +5.8% |
| 6M | +7.8% | -10.2% | +18.0% | +8.2% |
| YTD | -12.4% | +24.5% | -36.9% | -15.9% |
| 1Y | -8.2% | +29.3% | -37.5% | -12.3% |
| 3Y | +4.7% | +103.8% | -99.1% | -5.7% |
| 5Y | -32.0% | +40.9% | -72.9% | -36.1% |
| 10Y | +69.1% | +126.6% | -57.5% | +48.7% |
| All | +1,049.4% | +6,100.0% | -5,050.6% | +576.1% |
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