+216.1%
C vs FFIV
+102.8%
+113.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -0.4% | -4.2% | +3.8% | +1.1% |
| 30D | -5.2% | -33.9% | +28.7% | +7.3% |
| 3M | -9.1% | -22.6% | +13.5% | -3.6% |
| 6M | -1.6% | -10.4% | +8.8% | -2.5% |
| YTD | +6.9% | +24.3% | -17.4% | -9.3% |
| 1Y | +23.0% | +31.8% | -8.8% | +1.4% |
| 3Y | +216.1% | +99.5% | +116.6% | +123.4% |
| All | +216.1% | +102.8% | +113.3% | +123.4% |
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