+903.3%
EMR vs FFIV
+5,965.2%
-5,061.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.6% | -8.1% | +6.6% | -0.4% |
| 30D | +2.0% | -33.4% | +35.4% | +7.6% |
| 3M | +3.8% | -24.7% | +28.6% | +7.5% |
| 6M | +10.5% | -8.8% | +19.4% | +11.1% |
| YTD | +23.7% | +21.8% | +1.9% | +19.1% |
| 1Y | +25.4% | +25.3% | +0.1% | +20.2% |
| 3Y | +86.6% | +101.2% | -14.6% | +66.9% |
| 5Y | +83.0% | +40.2% | +42.8% | +71.1% |
| 10Y | +319.5% | +129.0% | +190.5% | +266.6% |
| All | +903.3% | +5,965.2% | -5,061.9% | +510.9% |
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