+272.7%
B vs FFIV
+7,518.9%
-7,246.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.6% |
| 30D | +9.4% | -5.1% | +14.5% | +9.6% |
| 3M | +5.0% | -4.5% | +9.4% | +5.1% |
| 6M | -3.5% | +36.5% | -40.0% | -4.5% |
| YTD | +4.5% | +53.0% | -48.5% | +3.0% |
| 1Y | +67.8% | +24.2% | +43.6% | +66.4% |
| 3Y | +196.7% | +137.2% | +59.5% | +188.6% |
| 5Y | +151.9% | +91.8% | +60.2% | +145.8% |
| 10Y | +202.2% | +215.2% | -13.0% | +190.6% |
| All | +272.7% | +7,518.9% | -7,246.2% | +294.1% |
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