+145.0%
ALL vs FFIV
+39.5%
+105.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -1.9% | -8.1% | +6.2% | -0.9% |
| 30D | +13.8% | -33.4% | +47.2% | +19.4% |
| 3M | -7.0% | -24.7% | +17.8% | -4.4% |
| 6M | +18.0% | -8.8% | +26.9% | +17.0% |
| YTD | +24.2% | +21.8% | +2.4% | +15.9% |
| 1Y | +31.2% | +25.3% | +5.9% | +21.6% |
| 3Y | +107.5% | +101.2% | +6.4% | +71.0% |
| All | +145.0% | +39.5% | +105.6% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling