+21.6%
EXE vs FFIV
+140.3%
-118.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +8.5% | -5.1% | +13.5% | +9.2% |
| 3M | +5.5% | -4.5% | +9.9% | +5.8% |
| 6M | -5.9% | +36.5% | -42.4% | -11.5% |
| YTD | -9.7% | +53.0% | -62.7% | -17.4% |
| 1Y | +3.6% | +24.2% | -20.6% | -0.5% |
| All | +21.6% | +140.3% | -118.7% | +0.1% |
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