-33.7%
DG vs FFIV
+39.3%
-73.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +1.1% | -8.1% | +9.2% | +1.9% |
| 30D | +9.5% | -33.4% | +42.9% | +13.7% |
| 3M | +5.5% | -24.7% | +30.2% | +7.8% |
| 6M | +16.1% | -8.8% | +24.9% | +15.1% |
| YTD | +2.7% | +21.8% | -19.1% | -2.7% |
| 1Y | +42.1% | +25.3% | +16.8% | +34.1% |
| 3Y | +19.3% | +101.2% | -81.9% | -2.7% |
| All | -33.7% | +39.3% | -73.0% | -41.0% |
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 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