+22.8%
COMP vs FFIV
+28.8%
-6.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.9% |
| 7D | +14.5% | -2.1% | +16.6% | +15.5% |
| 30D | +14.9% | -33.8% | +48.7% | +30.8% |
| 3M | -14.2% | -20.6% | +6.4% | -9.0% |
| 6M | +23.7% | -10.2% | +34.0% | +24.5% |
| YTD | +2.1% | +24.5% | -22.4% | -12.8% |
| All | +22.8% | +28.8% | -6.1% | 0.0% |
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