+12,246.5%
EME vs FFIV
+5,932.0%
+6,314.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | +8.4% | -0.5% | +8.9% | +8.5% |
| 30D | -11.5% | -32.4% | +20.9% | -6.3% |
| 3M | -20.6% | -25.7% | +5.1% | -17.3% |
| 6M | -28.5% | -13.5% | -15.0% | -27.4% |
| YTD | +8.0% | +21.1% | -13.1% | +3.7% |
| 1Y | +6.8% | +29.4% | -22.7% | +1.4% |
| 3Y | +213.9% | +94.9% | +119.0% | +179.8% |
| 5Y | +414.8% | +34.7% | +380.1% | +381.6% |
| 10Y | +916.9% | +119.0% | +797.9% | +781.3% |
| All | +12,246.5% | +5,932.0% | +6,314.5% | +6,845.7% |
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