+549.2%
EME vs FFIV
+100.0%
+449.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.9% |
| 7D | +2.7% | +3.5% | -0.7% | +1.3% |
| 30D | -6.8% | -1.3% | -5.5% | -6.5% |
| 3M | -8.8% | +2.4% | -11.2% | -10.0% |
| 6M | +5.0% | +41.8% | -36.8% | -9.6% |
| YTD | +23.5% | +58.5% | -35.0% | +1.1% |
| 1Y | +21.3% | +24.3% | -3.0% | +9.2% |
| 3Y | +241.1% | +152.0% | +89.0% | +134.0% |
| 5Y | +549.2% | +99.1% | +450.0% | +369.2% |
| All | +549.2% | +100.0% | +449.2% | +369.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling