-10.8%
DOW vs FFIV
+153.9%
-164.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.0% |
| 30D | +0.4% | -5.1% | +5.4% | +2.3% |
| 3M | -14.4% | -4.5% | -9.9% | -13.8% |
| 6M | -7.0% | +36.5% | -43.4% | -21.4% |
| YTD | +30.2% | +53.0% | -22.8% | +3.4% |
| 1Y | +29.2% | +24.2% | +5.0% | +12.7% |
| 3Y | -36.7% | +137.2% | -173.9% | -61.2% |
| 5Y | -37.7% | +91.8% | -129.5% | -59.2% |
| All | -10.8% | +153.9% | -164.7% | -58.0% |
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