+301.5%
EMR vs FFIV
+132.4%
+169.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.5% |
| 7D | +2.1% | -2.1% | +4.2% | +3.1% |
| 30D | +4.8% | -33.8% | +38.5% | +22.8% |
| 3M | +7.5% | -20.6% | +28.1% | +15.6% |
| 6M | +20.9% | -10.2% | +31.1% | +21.9% |
| YTD | +29.2% | +24.5% | +4.7% | +10.5% |
| 1Y | +33.0% | +29.3% | +3.7% | +11.6% |
| 3Y | +109.8% | +103.8% | +6.0% | +38.0% |
| 5Y | +91.9% | +40.9% | +51.1% | +46.8% |
| 10Y | +301.5% | +126.6% | +174.9% | +122.0% |
| All | +301.5% | +132.4% | +169.1% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling