+126.7%
FFIV vs EFV
+161.2%
-34.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.9% | -1.0% | -1.9% | -2.2% |
| 30D | -32.4% | +3.1% | -35.5% | -34.0% |
| 3M | -22.7% | -1.2% | -21.5% | -22.0% |
| 6M | -10.7% | +5.6% | -16.3% | -14.6% |
| YTD | +25.4% | +15.8% | +9.6% | +10.7% |
| 1Y | +34.2% | +20.0% | +14.2% | +15.2% |
| 3Y | +101.2% | +91.0% | +10.2% | +18.0% |
| 5Y | +42.0% | +93.7% | -51.7% | -18.1% |
| 10Y | +126.7% | +160.9% | -34.2% | +7.3% |
| All | +126.7% | +161.2% | -34.5% | +7.3% |
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