+114.4%
FE vs FFIV
+214.3%
-99.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | -1.2% | -5.1% | +3.9% | -0.6% |
| 3M | +3.5% | -4.5% | +7.9% | +3.8% |
| 6M | -6.1% | +36.5% | -42.5% | -11.0% |
| YTD | +7.6% | +53.0% | -45.4% | -0.2% |
| 1Y | +11.9% | +24.2% | -12.3% | +7.1% |
| 3Y | +48.4% | +137.2% | -88.8% | +23.5% |
| 5Y | +44.8% | +91.8% | -47.0% | +23.4% |
| All | +114.4% | +214.3% | -99.9% | +57.0% |
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