+266.6%
EW vs FFIV
+124.6%
+142.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +4.9% | +1.9% | +3.0% | +4.4% |
| 30D | +24.1% | -33.3% | +57.4% | +38.6% |
| 3M | +13.7% | -24.9% | +38.6% | +21.7% |
| 6M | +32.7% | -10.5% | +43.2% | +33.1% |
| YTD | +24.1% | +24.4% | -0.3% | +9.7% |
| 1Y | +23.6% | +32.3% | -8.6% | +6.7% |
| 3Y | +64.8% | +99.7% | -34.9% | +14.0% |
| 5Y | -8.8% | +38.4% | -47.2% | -27.5% |
| All | +266.6% | +124.6% | +142.0% | +123.4% |
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