+32.1%
ALL vs FFIV
+23.3%
+8.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -1.5% | -5.1% | +3.6% | -1.4% |
| 3M | +23.6% | -4.5% | +28.1% | +23.6% |
| 6M | +22.3% | +36.5% | -14.1% | +19.1% |
| YTD | +26.5% | +53.0% | -26.5% | +20.4% |
| All | +32.1% | +23.3% | +8.7% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling