+96.9%
AU vs FFIV
+25.9%
+71.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -3.6% | -1.0% | -2.7% | -3.5% |
| 30D | +23.9% | -5.1% | +28.9% | +24.8% |
| 3M | +19.1% | -4.5% | +23.5% | +19.7% |
| 6M | -0.2% | +36.5% | -36.6% | -5.6% |
| YTD | +32.5% | +53.0% | -20.5% | +23.9% |
| 1Y | +96.9% | +24.2% | +72.7% | +77.9% |
| All | +96.9% | +25.9% | +71.1% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling