+919.3%
D vs FFIV
+5,982.7%
-5,063.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | 0.0% |
| 7D | +6.9% | -14.2% | +21.2% | +7.5% |
| 30D | +12.3% | -33.6% | +46.0% | +13.9% |
| 3M | +3.0% | -24.2% | +27.2% | +3.9% |
| 6M | +12.8% | -8.3% | +21.1% | +12.9% |
| YTD | +22.6% | +22.1% | +0.4% | +21.2% |
| 1Y | +21.7% | +26.5% | -4.8% | +20.1% |
| 3Y | +83.9% | +102.3% | -18.4% | +77.8% |
| 5Y | +14.0% | +40.6% | -26.7% | +11.4% |
| 10Y | +45.6% | +129.7% | -84.1% | +39.1% |
| All | +919.3% | +5,982.7% | -5,063.4% | +886.0% |
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 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