+404.6%
FE vs FFIV
+5,982.7%
-5,578.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.1% |
| 7D | +0.6% | -14.2% | +14.8% | +1.2% |
| 30D | +6.4% | -33.6% | +40.1% | +8.2% |
| 3M | -0.5% | -24.2% | +23.7% | +0.5% |
| 6M | +4.7% | -8.3% | +13.0% | +4.8% |
| YTD | +8.4% | +22.1% | -13.8% | +6.9% |
| 1Y | +7.2% | +26.5% | -19.2% | +5.5% |
| 3Y | +44.9% | +102.3% | -57.4% | +38.9% |
| 5Y | +46.3% | +40.6% | +5.7% | +42.1% |
| 10Y | +110.3% | +129.7% | -19.4% | +98.7% |
| All | +404.6% | +5,982.7% | -5,578.1% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling