+61.3%
EXE vs FFIV
+39.5%
+21.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.6% | -8.1% | +1.6% | -4.9% |
| 30D | -4.0% | -33.4% | +29.4% | +3.9% |
| 3M | -7.5% | -24.7% | +17.3% | -2.7% |
| 6M | -11.7% | -8.8% | -2.8% | -11.7% |
| YTD | -22.0% | +21.8% | -43.8% | -28.2% |
| 1Y | -21.8% | +25.3% | -47.1% | -28.7% |
| 3Y | +8.0% | +101.2% | -93.1% | -17.0% |
| All | +61.3% | +39.5% | +21.8% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling