+19.1%
EME vs FFIV
+23.9%
-4.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.2% |
| 7D | +2.7% | +3.5% | -0.7% | +2.0% |
| 30D | -6.8% | -1.3% | -5.5% | -6.6% |
| 3M | -8.8% | +2.4% | -11.2% | -9.2% |
| 6M | +5.0% | +41.8% | -36.8% | -2.4% |
| YTD | +23.5% | +58.5% | -35.0% | +11.4% |
| All | +19.1% | +23.9% | -4.8% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling