+149.3%
CBOE vs FFIV
+100.0%
+49.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | -0.8% | +3.5% | -4.2% | -0.9% |
| 30D | +2.7% | -1.3% | +4.0% | +2.7% |
| 3M | +0.7% | +2.4% | -1.7% | +0.5% |
| 6M | -2.0% | +41.8% | -43.8% | -3.9% |
| YTD | +17.1% | +58.5% | -41.4% | +14.0% |
| 1Y | +26.5% | +24.3% | +2.2% | +24.9% |
| 3Y | +96.1% | +152.0% | -55.9% | +76.7% |
| 5Y | +149.3% | +99.1% | +50.2% | +137.2% |
| All | +149.3% | +100.0% | +49.3% | +137.2% |
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 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