+153.4%
EXE vs FFIV
+50.5%
+102.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | -2.2% | -32.4% | +30.2% | +5.3% |
| 3M | -5.9% | -25.7% | +19.8% | -0.9% |
| 6M | -5.7% | -13.5% | +7.8% | -4.5% |
| YTD | -17.8% | +21.1% | -38.9% | -23.9% |
| 1Y | -23.1% | +29.4% | -52.5% | -30.1% |
| 3Y | +21.2% | +94.9% | -73.7% | -3.6% |
| 5Y | +78.8% | +34.7% | +44.1% | +47.9% |
| All | +153.4% | +50.5% | +102.9% | +106.8% |
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