+911.5%
BE vs FFIV
+125.1%
+786.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.7% |
| 7D | +20.0% | -1.0% | +20.9% | +20.6% |
| 30D | +7.9% | -5.1% | +13.0% | +12.3% |
| 3M | -13.2% | -4.5% | -8.8% | -9.8% |
| 6M | +53.5% | +36.5% | +17.0% | +15.9% |
| YTD | +191.0% | +53.0% | +138.1% | +98.7% |
| 1Y | +360.5% | +24.2% | +336.3% | +269.9% |
| 3Y | +1,568.0% | +137.2% | +1,430.8% | +625.0% |
| 5Y | +1,055.2% | +91.8% | +963.4% | +501.5% |
| All | +911.5% | +125.1% | +786.4% | +278.2% |
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