+1,709.5%
BE vs FFIV
+95.4%
+1,614.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -3.2% |
| 7D | +10.8% | -0.5% | +11.4% | +11.5% |
| 30D | -19.8% | -32.4% | +12.6% | +0.5% |
| 3M | -18.7% | -25.7% | +7.0% | -4.8% |
| 6M | -33.7% | -13.5% | -20.2% | -29.8% |
| YTD | +121.0% | +21.1% | +99.8% | +87.0% |
| 1Y | +85.4% | +29.4% | +56.0% | +50.4% |
| 3Y | +1,709.5% | +94.9% | +1,614.6% | +822.7% |
| All | +1,709.5% | +95.4% | +1,614.1% | +822.7% |
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