+75.1%
D vs FFIV
+102.8%
-27.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | -4.2% | +6.6% | +2.4% |
| 30D | +10.9% | -33.9% | +44.8% | +11.6% |
| 3M | +2.8% | -22.6% | +25.5% | +3.2% |
| 6M | +12.7% | -10.4% | +23.1% | +12.5% |
| YTD | +20.3% | +24.3% | -4.0% | +18.5% |
| 1Y | +17.1% | +31.8% | -14.7% | +14.9% |
| 3Y | +75.1% | +99.5% | -24.4% | +62.0% |
| All | +75.1% | +102.8% | -27.7% | +62.0% |
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 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