+44.6%
FE vs FFIV
+102.2%
-57.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.0% | -8.1% | +7.1% | -1.3% |
| 30D | +4.1% | -33.4% | +37.5% | +2.9% |
| 3M | -1.0% | -24.7% | +23.7% | -1.7% |
| 6M | +4.0% | -8.8% | +12.9% | +3.5% |
| YTD | +6.8% | +21.8% | -14.9% | +6.2% |
| 1Y | +5.3% | +25.3% | -20.0% | +4.7% |
| 3Y | +44.6% | +101.2% | -56.6% | +31.9% |
| All | +44.6% | +102.2% | -57.6% | +31.9% |
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