-17.9%
COMP vs FFIV
+39.5%
-57.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +11.0% |
| 7D | +13.4% | -8.1% | +21.6% | +20.7% |
| 30D | +11.1% | -33.4% | +44.5% | +47.1% |
| 3M | -18.8% | -24.7% | +5.9% | -4.2% |
| 6M | +10.5% | -8.8% | +19.3% | +9.4% |
| YTD | -3.4% | +21.8% | -25.2% | -28.1% |
| 1Y | +19.7% | +25.3% | -5.6% | -13.6% |
| 3Y | +381.6% | +101.2% | +280.5% | +73.3% |
| All | -17.9% | +39.5% | -57.3% | -60.6% |
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