+108.1%
DE vs FFIV
+41.1%
+67.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.3% | -4.2% | +7.5% | +4.2% |
| 30D | +10.7% | -33.9% | +44.6% | +19.7% |
| 3M | +13.1% | -22.6% | +35.7% | +17.6% |
| 6M | +20.2% | -10.4% | +30.6% | +20.2% |
| YTD | +48.9% | +24.3% | +24.6% | +35.6% |
| 1Y | +46.6% | +31.8% | +14.8% | +31.3% |
| 3Y | +91.4% | +99.5% | -8.1% | +50.0% |
| 5Y | +108.1% | +40.7% | +67.4% | +61.7% |
| All | +108.1% | +41.1% | +67.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling