+387.2%
BE vs FFIV
+39.5%
+347.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.6% |
| 7D | -14.7% | -8.1% | -6.6% | -8.3% |
| 30D | -40.5% | -33.4% | -7.1% | -20.7% |
| 3M | -24.3% | -24.7% | +0.4% | -9.4% |
| 6M | -39.3% | -8.8% | -30.5% | -38.0% |
| YTD | +99.4% | +21.8% | +77.6% | +59.9% |
| 1Y | +26.6% | +25.3% | +1.3% | -1.0% |
| 3Y | +1,616.9% | +101.2% | +1,515.8% | +731.2% |
| All | +387.2% | +39.5% | +347.7% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling