+242.8%
FFIV vs EFV
+162.1%
+80.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.5% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | +2.4% | +8.4% | -6.0% | -4.1% |
| 6M | +41.8% | +12.3% | +29.5% | +28.8% |
| YTD | +58.5% | +17.4% | +41.1% | +38.6% |
| 1Y | +24.3% | +27.1% | -2.8% | +2.0% |
| 3Y | +152.0% | +90.7% | +61.3% | +48.1% |
| 5Y | +99.1% | +95.6% | +3.5% | +14.0% |
| 10Y | +242.8% | +165.3% | +77.5% | +59.3% |
| All | +242.8% | +162.1% | +80.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling