+110.7%
FE vs FFIV
+132.4%
-21.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.1% |
| 7D | -1.1% | -2.1% | +1.0% | -0.9% |
| 30D | +4.6% | -33.8% | +38.4% | +9.8% |
| 3M | -0.8% | -20.6% | +19.8% | +1.3% |
| 6M | +7.3% | -10.2% | +17.5% | +7.2% |
| YTD | +8.3% | +24.5% | -16.1% | +2.3% |
| 1Y | +5.7% | +29.3% | -23.6% | -1.0% |
| 3Y | +49.0% | +103.8% | -54.8% | +24.5% |
| 5Y | +49.2% | +40.9% | +8.3% | +32.3% |
| 10Y | +110.7% | +126.6% | -15.9% | +51.7% |
| All | +110.7% | +132.4% | -21.7% | +51.7% |
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