+98.2%
DE vs FFIV
+100.0%
-1.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.4% |
| 7D | -3.0% | +3.5% | -6.5% | -3.8% |
| 30D | +11.1% | -1.3% | +12.5% | +11.3% |
| 3M | +17.6% | +2.4% | +15.2% | +16.4% |
| 6M | +13.6% | +41.8% | -28.2% | +3.0% |
| YTD | +46.3% | +58.5% | -12.3% | +28.2% |
| 1Y | +44.2% | +24.3% | +19.8% | +34.4% |
| 3Y | +76.6% | +152.0% | -75.4% | +33.1% |
| 5Y | +98.2% | +99.1% | -0.9% | +46.5% |
| All | +98.2% | +100.0% | -1.8% | +46.5% |
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