+237.8%
B vs FFIV
+5,965.2%
-5,727.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +9.6% | -8.1% | +17.7% | +9.9% |
| 30D | +3.5% | -33.4% | +36.9% | +4.7% |
| 3M | -1.6% | -24.7% | +23.2% | -0.9% |
| 6M | -1.7% | -8.8% | +7.2% | -1.5% |
| YTD | -5.3% | +21.8% | -27.1% | -6.0% |
| 1Y | +27.2% | +25.3% | +1.9% | +26.1% |
| 3Y | +166.1% | +101.2% | +65.0% | +160.0% |
| 5Y | +136.5% | +40.2% | +96.3% | +132.6% |
| 10Y | +172.2% | +129.0% | +43.2% | +163.8% |
| All | +237.8% | +5,965.2% | -5,727.4% | +259.4% |
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