+593.0%
BE vs FFIV
+79.2%
+513.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.7% |
| 7D | -14.7% | -8.1% | -6.6% | -7.8% |
| 30D | -40.5% | -33.4% | -7.1% | -18.8% |
| 3M | -24.3% | -24.7% | +0.4% | -7.8% |
| 6M | -39.3% | -8.8% | -30.5% | -37.6% |
| YTD | +99.4% | +21.8% | +77.6% | +58.7% |
| 1Y | +26.6% | +25.3% | +1.3% | -2.0% |
| 3Y | +1,616.9% | +101.2% | +1,515.8% | +718.3% |
| 5Y | +441.4% | +40.2% | +401.2% | +260.4% |
| All | +593.0% | +79.2% | +513.8% | +202.1% |
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