+126.7%
EMB vs FFIV
+1,021.2%
-894.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.5% | -4.2% | +4.7% | +0.7% |
| 30D | +0.9% | -33.9% | +34.8% | +3.2% |
| 3M | -2.1% | -22.6% | +20.5% | -0.9% |
| 6M | -2.2% | -10.4% | +8.2% | -1.9% |
| YTD | -0.6% | +24.3% | -24.9% | -2.4% |
| 1Y | +0.2% | +31.8% | -31.6% | -2.0% |
| 3Y | +29.5% | +99.5% | -70.0% | +23.0% |
| 5Y | +8.0% | +40.7% | -32.7% | +3.9% |
| 10Y | +35.3% | +126.9% | -91.5% | +25.9% |
| All | +126.7% | +1,021.2% | -894.5% | +101.1% |
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