+208.1%
C vs FFIV
+102.2%
+105.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.4% | -8.1% | +5.7% | +0.3% |
| 30D | -6.0% | -33.4% | +27.4% | +5.9% |
| 3M | -10.5% | -24.7% | +14.2% | -4.3% |
| 6M | -5.7% | -8.8% | +3.1% | -7.5% |
| YTD | +4.1% | +21.8% | -17.6% | -11.1% |
| 1Y | +20.5% | +25.3% | -4.8% | +1.4% |
| 3Y | +208.1% | +101.2% | +107.0% | +110.6% |
| All | +208.1% | +102.2% | +105.9% | +110.6% |
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