-4.9%
DOW vs FFIV
+102.1%
-107.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -9.5% | -8.1% | -1.4% | -6.5% |
| 30D | +13.1% | -33.4% | +46.5% | +30.5% |
| 3M | +4.8% | -24.7% | +29.6% | +14.0% |
| 6M | -16.7% | -8.8% | -7.8% | -18.0% |
| YTD | +38.9% | +21.8% | +17.1% | +17.5% |
| 1Y | +48.3% | +25.3% | +23.0% | +23.6% |
| 3Y | -24.4% | +101.2% | -125.5% | -52.1% |
| 5Y | -29.2% | +40.2% | -69.4% | -47.7% |
| All | -4.9% | +102.1% | -107.0% | -52.3% |
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