+47.1%
AR vs FFIV
+100.8%
-53.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +6.4% | +1.9% | +4.5% | +6.0% |
| 30D | +3.1% | -33.3% | +36.4% | +11.7% |
| 3M | +3.3% | -24.9% | +28.2% | +8.3% |
| 6M | +6.6% | -10.5% | +17.1% | +5.5% |
| YTD | +12.3% | +24.4% | -12.1% | -1.3% |
| 1Y | +12.3% | +32.3% | -19.9% | -3.8% |
| All | +47.1% | +100.8% | -53.7% | +5.7% |
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 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