-30.6%
AR vs FFIV
+254.3%
-284.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -14.3% | -8.1% | -6.1% | -11.7% |
| 30D | +1.4% | -33.4% | +34.8% | +15.3% |
| 3M | +3.4% | -24.7% | +28.1% | +11.9% |
| 6M | -2.1% | -8.8% | +6.8% | -2.2% |
| YTD | +4.7% | +21.8% | -17.1% | -7.8% |
| 1Y | +10.6% | +25.3% | -14.7% | -4.0% |
| 3Y | +24.6% | +101.2% | -76.6% | -11.9% |
| 5Y | +71.9% | +40.2% | +31.7% | +36.9% |
| 10Y | +46.4% | +129.0% | -82.6% | -5.9% |
| All | -30.6% | +254.3% | -284.9% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling