+92.6%
FFIV vs EFV
+96.3%
-3.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -1.5% | +1.0% | -2.5% | -2.3% |
| 30D | -2.7% | +0.2% | -2.8% | -2.8% |
| 3M | -1.7% | +9.6% | -11.3% | -8.3% |
| 6M | +36.1% | +14.0% | +22.1% | +22.6% |
| YTD | +52.6% | +18.5% | +34.2% | +32.8% |
| 1Y | +21.5% | +27.9% | -6.4% | -0.7% |
| 3Y | +142.7% | +92.4% | +50.2% | +40.1% |
| 5Y | +92.6% | +97.2% | -4.6% | +6.1% |
| All | +92.6% | +96.3% | -3.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling