-24.2%
AR vs FFIV
+345.1%
-369.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | +14.8% | -5.1% | +19.9% | +16.8% |
| 3M | +6.2% | -4.5% | +10.7% | +7.1% |
| 6M | +4.3% | +36.5% | -32.2% | -8.9% |
| YTD | +14.4% | +53.0% | -38.6% | -5.2% |
| 1Y | +21.3% | +24.2% | -2.9% | +8.5% |
| 3Y | +39.8% | +137.2% | -97.4% | -4.7% |
| 5Y | +142.1% | +91.8% | +50.3% | +75.4% |
| 10Y | +52.0% | +215.2% | -163.1% | -10.0% |
| All | -24.2% | +345.1% | -369.3% | -57.0% |
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