+8.1%
EW vs FFIV
+23.1%
-15.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | -1.5% | -2.9% | -4.5% |
| 30D | -3.3% | -2.7% | -0.7% | -3.4% |
| 3M | +1.0% | -1.7% | +2.7% | +1.0% |
| 6M | +6.2% | +36.1% | -29.9% | +7.0% |
| YTD | +1.7% | +52.6% | -50.9% | +3.7% |
| 1Y | +8.1% | +21.5% | -13.4% | +9.4% |
| All | +8.1% | +23.1% | -15.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling