+46.7%
FE vs FFIV
+102.8%
-56.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.3% |
| 7D | +0.6% | -14.2% | +14.8% | +0.1% |
| 30D | +6.4% | -33.6% | +40.1% | +5.2% |
| 3M | -0.5% | -24.2% | +23.7% | -1.2% |
| 6M | +4.7% | -8.3% | +13.0% | +4.2% |
| YTD | +8.4% | +22.1% | -13.8% | +7.8% |
| 1Y | +7.2% | +26.5% | -19.2% | +6.6% |
| All | +46.7% | +102.8% | -56.1% | +33.8% |
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