+144.5%
EXE vs FFIV
+54.7%
+89.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | -3.9% | -2.1% | -1.8% | -3.5% |
| 30D | -2.6% | -33.8% | +31.2% | +5.4% |
| 3M | -6.9% | -20.6% | +13.8% | -3.3% |
| 6M | -9.3% | -10.2% | +0.9% | -8.9% |
| YTD | -20.7% | +24.5% | -45.2% | -27.0% |
| 1Y | -21.8% | +29.3% | -51.1% | -28.8% |
| 3Y | +16.2% | +103.8% | -87.6% | -8.6% |
| 5Y | +61.1% | +40.9% | +20.2% | +32.2% |
| All | +144.5% | +54.7% | +89.8% | +98.4% |
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