+174.8%
EXE vs FFIV
+97.0%
+77.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.4% |
| 7D | -2.7% | +3.5% | -6.2% | -3.4% |
| 30D | -0.4% | -1.3% | +0.9% | -0.2% |
| 3M | +9.5% | +2.4% | +7.1% | +8.4% |
| 6M | -9.3% | +41.8% | -51.2% | -17.1% |
| YTD | -10.9% | +58.5% | -69.4% | -21.2% |
| 1Y | +4.3% | +24.3% | -20.1% | -1.9% |
| 3Y | +18.8% | +152.0% | -133.2% | -9.6% |
| 5Y | +101.4% | +99.1% | +2.3% | +56.0% |
| All | +174.8% | +97.0% | +77.8% | +114.0% |
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 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