+97.4%
AR vs FFIV
+35.3%
+62.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | +7.4% | -0.5% | +7.9% | +7.5% |
| 30D | +5.8% | -32.4% | +38.2% | +17.9% |
| 3M | +5.2% | -25.7% | +30.9% | +13.1% |
| 6M | +5.4% | -13.5% | +18.9% | +6.2% |
| YTD | +12.4% | +21.1% | -8.7% | -2.2% |
| 1Y | +12.8% | +29.4% | -16.6% | -4.9% |
| 3Y | +47.2% | +94.9% | -47.7% | +1.5% |
| All | +97.4% | +35.3% | +62.0% | +54.2% |
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