+239.8%
EW vs FFIV
+132.4%
+107.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.9% |
| 7D | +12.3% | -2.1% | +14.4% | +12.9% |
| 30D | +22.9% | -33.8% | +56.7% | +37.5% |
| 3M | +16.7% | -20.6% | +37.3% | +22.6% |
| 6M | +31.0% | -10.2% | +41.2% | +31.2% |
| YTD | +22.8% | +24.5% | -1.7% | +8.5% |
| 1Y | +25.6% | +29.3% | -3.7% | +9.3% |
| 3Y | +62.0% | +103.8% | -41.8% | +11.1% |
| 5Y | -12.8% | +40.9% | -53.6% | -31.2% |
| 10Y | +239.8% | +126.6% | +113.2% | +105.1% |
| All | +239.8% | +132.4% | +107.4% | +105.1% |
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