+123.4%
FE vs FFIV
+118.6%
+4.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.4% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | +4.5% | -32.4% | +36.9% | +9.4% |
| 3M | +1.3% | -25.7% | +27.0% | +4.5% |
| 6M | +8.7% | -13.5% | +22.2% | +9.1% |
| YTD | +9.2% | +21.1% | -11.9% | +3.4% |
| 1Y | +7.0% | +29.4% | -22.4% | +0.1% |
| 3Y | +51.4% | +94.9% | -43.5% | +27.4% |
| 5Y | +47.7% | +34.7% | +13.0% | +31.9% |
| All | +123.4% | +118.6% | +4.8% | +64.2% |
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