+48.4%
FE vs FFIV
+99.0%
-50.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | -8.1% | +8.1% | -0.3% |
| 30D | +5.2% | -33.4% | +38.6% | +4.0% |
| 3M | 0.0% | -24.7% | +24.7% | -0.8% |
| 6M | +5.0% | -8.8% | +13.9% | +4.5% |
| YTD | +7.9% | +21.8% | -13.9% | +7.3% |
| 1Y | +6.3% | +25.3% | -19.0% | +5.7% |
| All | +48.4% | +99.0% | -50.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling