+99.0%
COST vs FFIV
+95.4%
+3.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +12.8% | -32.4% | +45.2% | +16.5% |
| 3M | +15.2% | -25.7% | +40.9% | +17.5% |
| 6M | +7.4% | -13.5% | +20.9% | +6.7% |
| YTD | +29.0% | +21.1% | +7.9% | +20.3% |
| 1Y | +20.3% | +29.4% | -9.1% | +10.6% |
| 3Y | +99.0% | +94.9% | +4.1% | +63.7% |
| All | +99.0% | +95.4% | +3.6% | +63.7% |
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 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