+178.7%
B vs FFIV
+102.8%
+75.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | +7.1% | -4.2% | +11.3% | +7.7% |
| 30D | -3.3% | -33.9% | +30.5% | +2.2% |
| 3M | -2.5% | -22.6% | +20.1% | +0.4% |
| 6M | -7.2% | -10.4% | +3.1% | -7.1% |
| YTD | -7.4% | +24.3% | -31.7% | -12.8% |
| 1Y | +16.4% | +31.8% | -15.4% | +8.6% |
| 3Y | +178.7% | +99.5% | +79.2% | +122.8% |
| All | +178.7% | +102.8% | +75.9% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling