+18.1%
DE vs FFIV
-9.5%
+27.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +2.3% | -2.9% | +5.2% | +2.3% |
| 30D | +9.3% | -32.4% | +41.8% | +10.4% |
| 3M | +12.2% | -22.7% | +34.9% | +12.3% |
| 6M | +18.1% | -10.7% | +28.8% | +13.5% |
| All | +18.1% | -9.5% | +27.6% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling