+157.4%
ALL vs FFIV
+136.9%
+20.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -1.5% | -5.1% | +3.6% | -1.1% |
| 3M | +23.6% | -4.5% | +28.1% | +23.8% |
| 6M | +22.3% | +36.5% | -14.1% | +17.4% |
| YTD | +26.5% | +53.0% | -26.5% | +19.1% |
| 1Y | +27.0% | +24.2% | +2.8% | +23.7% |
| All | +157.4% | +136.9% | +20.5% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling