+401.1%
FE vs FFIV
+7,518.9%
-7,117.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | +1.9% | -1.0% | +2.9% | +2.0% |
| 30D | -1.2% | -5.1% | +3.9% | -1.0% |
| 3M | +3.5% | -4.5% | +7.9% | +3.6% |
| 6M | -6.1% | +36.5% | -42.5% | -7.6% |
| YTD | +7.6% | +53.0% | -45.4% | +5.3% |
| 1Y | +11.9% | +24.2% | -12.3% | +10.4% |
| 3Y | +48.4% | +137.2% | -88.8% | +41.6% |
| 5Y | +44.8% | +91.8% | -47.0% | +39.0% |
| 10Y | +115.9% | +215.2% | -99.3% | +101.7% |
| All | +401.1% | +7,518.9% | -7,117.9% | +346.6% |
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