+52.2%
EW vs FFIV
+102.2%
-50.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +11.0% | -8.1% | +19.1% | +11.4% |
| 30D | +19.1% | -33.4% | +52.5% | +21.2% |
| 3M | +14.4% | -24.7% | +39.1% | +15.4% |
| 6M | +22.8% | -8.8% | +31.6% | +21.9% |
| YTD | +19.8% | +21.8% | -2.0% | +15.8% |
| 1Y | +23.9% | +25.3% | -1.4% | +19.3% |
| 3Y | +52.2% | +101.2% | -48.9% | +36.5% |
| All | +52.2% | +102.2% | -50.0% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling