+45.3%
AR vs FFIV
+136.9%
-91.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +14.8% | -5.1% | +19.9% | +16.2% |
| 3M | +6.2% | -4.5% | +10.7% | +6.9% |
| 6M | +4.3% | +36.5% | -32.2% | -6.4% |
| YTD | +14.4% | +53.0% | -38.6% | -2.0% |
| 1Y | +21.3% | +24.2% | -2.9% | +12.5% |
| All | +45.3% | +136.9% | -91.6% | +13.6% |
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