-29.9%
COMP vs FFIV
+91.3%
-121.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.9% |
| 7D | +1.4% | -1.0% | +2.3% | +1.9% |
| 30D | -13.3% | -5.1% | -8.3% | -10.5% |
| 3M | +41.1% | -4.5% | +45.6% | +44.3% |
| 6M | +17.2% | +36.5% | -19.3% | -13.0% |
| YTD | +5.2% | +53.0% | -47.8% | -30.2% |
| 1Y | +18.9% | +24.2% | -5.3% | -7.6% |
| 3Y | +215.9% | +137.2% | +78.7% | +14.6% |
| All | -29.9% | +91.3% | -121.2% | -69.7% |
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