+16.0%
D vs FFIV
+32.9%
-17.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.4% |
| 7D | -2.4% | -2.9% | +0.5% | -2.5% |
| 30D | +9.0% | -32.4% | +41.4% | +8.1% |
| 3M | +1.0% | -22.7% | +23.7% | +0.8% |
| 6M | +11.0% | -10.7% | +21.7% | +10.8% |
| YTD | +19.8% | +25.4% | -5.6% | +20.7% |
| 1Y | +16.0% | +34.2% | -18.2% | +16.0% |
| All | +16.0% | +32.9% | -17.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling