+8.3%
DIS vs FFIV
+33.5%
-25.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +9.1% | -9.8% | +18.9% | +9.3% |
| 30D | +14.8% | -28.1% | +42.9% | +15.5% |
| 3M | +21.2% | -20.0% | +41.2% | +21.8% |
| 6M | +18.3% | -0.1% | +18.4% | +14.8% |
| YTD | +5.4% | +29.2% | -23.8% | -3.3% |
| 1Y | +8.3% | +36.6% | -28.3% | -1.7% |
| All | +8.3% | +33.5% | -25.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling