-24.4%
DOW vs FFIV
+102.2%
-126.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -9.5% | -8.1% | -1.4% | -7.9% |
| 30D | +13.1% | -33.4% | +46.5% | +22.3% |
| 3M | +4.8% | -24.7% | +29.6% | +9.4% |
| 6M | -16.7% | -8.8% | -7.8% | -19.2% |
| YTD | +38.9% | +21.8% | +17.1% | +19.8% |
| 1Y | +48.3% | +25.3% | +23.0% | +26.3% |
| 3Y | -24.4% | +101.2% | -125.5% | -48.7% |
| All | -24.4% | +102.2% | -126.6% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling