-54.2%
COMP vs FFIV
+48.1%
-102.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.5% | -2.7% | -4.4% |
| 7D | -1.8% | -14.2% | +12.4% | +9.1% |
| 30D | -0.8% | -33.6% | +32.9% | +29.3% |
| 3M | -28.1% | -24.2% | -3.9% | -16.4% |
| 6M | +27.0% | -8.3% | +35.3% | +26.0% |
| YTD | -12.8% | +22.1% | -34.9% | -32.9% |
| 1Y | +4.9% | +26.5% | -21.6% | -21.9% |
| 3Y | +321.0% | +102.3% | +218.7% | +76.9% |
| 5Y | -25.6% | +40.6% | -66.2% | -61.6% |
| All | -54.2% | +48.1% | -102.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling