+5,711.1%
DE vs FFIV
+5,932.0%
-220.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +3.6% | -32.4% | +36.0% | +8.3% |
| 3M | +10.2% | -25.7% | +35.9% | +13.8% |
| 6M | +16.6% | -13.5% | +30.1% | +17.8% |
| YTD | +45.8% | +21.1% | +24.7% | +40.7% |
| 1Y | +43.9% | +29.4% | +14.5% | +37.7% |
| 3Y | +89.6% | +94.9% | -5.3% | +71.3% |
| 5Y | +100.3% | +34.7% | +65.6% | +88.0% |
| 10Y | +760.8% | +119.0% | +641.8% | +657.9% |
| All | +5,711.1% | +5,932.0% | -220.9% | +3,726.0% |
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