+7,328.4%
EW vs FFIV
+635.7%
+6,692.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +11.0% | -8.1% | +19.1% | +12.0% |
| 30D | +19.1% | -33.4% | +52.5% | +23.9% |
| 3M | +14.4% | -24.7% | +39.1% | +17.3% |
| 6M | +22.8% | -8.8% | +31.6% | +23.1% |
| YTD | +19.8% | +21.8% | -2.0% | +16.0% |
| 1Y | +23.9% | +25.3% | -1.4% | +19.5% |
| 3Y | +52.2% | +101.2% | -48.9% | +38.1% |
| 5Y | -13.9% | +40.2% | -54.1% | -19.0% |
| 10Y | +241.9% | +129.0% | +112.9% | +204.5% |
| All | +7,328.4% | +635.7% | +6,692.6% | +5,333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling