+3,481.8%
COST vs FFIV
+7,518.9%
-4,037.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.1% | -1.0% | -2.2% | -3.1% |
| 30D | -2.8% | -5.1% | +2.3% | -2.3% |
| 3M | -5.7% | -4.5% | -1.2% | -5.4% |
| 6M | -8.8% | +36.5% | -45.2% | -12.2% |
| YTD | +6.7% | +53.0% | -46.3% | +1.2% |
| 1Y | -3.6% | +24.2% | -27.9% | -6.6% |
| 3Y | +75.1% | +137.2% | -62.1% | +57.4% |
| 5Y | +108.9% | +91.8% | +17.1% | +91.4% |
| 10Y | +586.2% | +215.2% | +371.0% | +490.4% |
| All | +3,481.8% | +7,518.9% | -4,037.1% | +1,717.9% |
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