+18.9%
COMP vs FFIV
+25.9%
-7.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.4% | -1.0% | +2.3% | +1.6% |
| 30D | -13.3% | -5.1% | -8.3% | -12.2% |
| 3M | +41.1% | -4.5% | +45.6% | +42.5% |
| 6M | +17.2% | +36.5% | -19.3% | +7.1% |
| YTD | +5.2% | +53.0% | -47.8% | -5.3% |
| 1Y | +18.9% | +24.2% | -5.3% | +4.0% |
| All | +18.9% | +25.9% | -7.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling