+5.4%
B vs FFIV
+28.7%
-23.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -7.3% | -0.5% | -6.8% | -7.2% |
| 30D | -3.3% | -32.4% | +29.1% | +1.4% |
| 3M | -7.8% | -25.7% | +17.9% | -4.6% |
| 6M | -15.5% | -13.5% | -2.0% | -16.1% |
| YTD | -12.3% | +21.1% | -33.4% | -21.5% |
| 1Y | +5.4% | +29.4% | -24.0% | -6.1% |
| All | +5.4% | +28.7% | -23.3% | -6.1% |
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 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