+46.0%
FE vs FFIV
+35.3%
+10.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | +4.5% | -32.4% | +36.9% | +6.5% |
| 3M | +1.3% | -25.7% | +27.0% | +2.6% |
| 6M | +8.7% | -13.5% | +22.2% | +8.5% |
| YTD | +9.2% | +21.1% | -11.9% | +5.3% |
| 1Y | +7.0% | +29.4% | -22.4% | +2.3% |
| 3Y | +51.4% | +94.9% | -43.5% | +31.8% |
| All | +46.0% | +35.3% | +10.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling