+113.6%
C vs FFIV
+35.3%
+78.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.9% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | +2.0% | -32.4% | +34.4% | +16.1% |
| 3M | -10.1% | -25.7% | +15.6% | -2.1% |
| 6M | +1.0% | -13.5% | +14.5% | +2.4% |
| YTD | +8.5% | +21.1% | -12.6% | -6.2% |
| 1Y | +25.7% | +29.4% | -3.7% | +5.4% |
| 3Y | +216.0% | +94.9% | +121.1% | +118.0% |
| All | +113.6% | +35.3% | +78.3% | +53.7% |
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