+71.8%
COST vs FFIV
+141.9%
-70.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.2% | -1.5% | -1.6% | -3.0% |
| 30D | -4.0% | -2.7% | -1.3% | -3.7% |
| 3M | -6.5% | -1.7% | -4.8% | -6.7% |
| 6M | -8.5% | +36.1% | -44.7% | -13.7% |
| YTD | +6.0% | +52.6% | -46.6% | -2.6% |
| 1Y | -5.8% | +21.5% | -27.3% | -9.4% |
| 3Y | +71.8% | +142.7% | -70.9% | +41.6% |
| All | +71.8% | +141.9% | -70.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling