+64.6%
EMR vs FFIV
+136.9%
-72.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -1.5% | -1.0% | -0.6% | -1.2% |
| 30D | -5.6% | -5.1% | -0.6% | -4.0% |
| 3M | +7.9% | -4.5% | +12.4% | +9.1% |
| 6M | +6.0% | +36.5% | -30.4% | -7.9% |
| YTD | +16.4% | +53.0% | -36.5% | -4.0% |
| 1Y | +16.6% | +24.2% | -7.6% | +4.3% |
| All | +64.6% | +136.9% | -72.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling