+1,049.8%
EFX vs FFIV
+6,144.1%
-5,094.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.0% | -2.9% | +1.0% | -1.6% |
| 30D | +27.9% | -32.4% | +60.3% | +33.8% |
| 3M | +3.8% | -22.7% | +26.5% | +6.5% |
| 6M | +13.0% | -10.7% | +23.7% | +13.5% |
| YTD | -12.4% | +25.4% | -37.7% | -15.9% |
| 1Y | -10.4% | +34.2% | -44.6% | -14.8% |
| 3Y | +4.4% | +101.2% | -96.8% | -5.8% |
| 5Y | -28.9% | +42.0% | -70.8% | -33.2% |
| 10Y | +81.7% | +126.7% | -45.0% | +59.8% |
| All | +1,049.8% | +6,144.1% | -5,094.3% | +575.8% |
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