+4,233.2%
COST vs FFIV
+5,932.0%
-1,698.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | +12.8% | -32.4% | +45.2% | +17.2% |
| 3M | +15.2% | -25.7% | +40.9% | +18.2% |
| 6M | +7.4% | -13.5% | +20.9% | +8.2% |
| YTD | +29.0% | +21.1% | +7.9% | +24.9% |
| 1Y | +20.3% | +29.4% | -9.1% | +15.6% |
| 3Y | +99.0% | +94.9% | +4.1% | +81.8% |
| 5Y | +125.7% | +34.7% | +90.9% | +113.6% |
| 10Y | +775.3% | +119.0% | +656.3% | +678.4% |
| All | +4,233.2% | +5,932.0% | -1,698.8% | +2,143.5% |
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