+121.7%
EW vs FFIV
+224.0%
-102.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | -3.3% | -2.7% | -0.7% | -2.7% |
| 3M | +1.0% | -1.7% | +2.7% | +0.8% |
| 6M | +6.2% | +36.1% | -29.9% | -5.4% |
| YTD | +1.7% | +52.6% | -50.9% | -13.5% |
| 1Y | +8.1% | +21.5% | -13.4% | -1.3% |
| 3Y | +17.1% | +142.7% | -125.6% | -21.3% |
| 5Y | -29.4% | +92.6% | -121.9% | -48.6% |
| 10Y | +121.7% | +225.5% | -103.8% | +37.9% |
| All | +121.7% | +224.0% | -102.3% | +37.9% |
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 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