+30.6%
EMB vs FFIV
+140.3%
-109.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -0.3% | -5.1% | +4.8% | 0.0% |
| 3M | -0.4% | -4.5% | +4.0% | -0.2% |
| 6M | +0.1% | +36.5% | -36.4% | -2.2% |
| YTD | +1.6% | +53.0% | -51.4% | -1.8% |
| 1Y | +5.6% | +24.2% | -18.6% | +3.7% |
| All | +30.6% | +140.3% | -109.7% | +18.5% |
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 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