-4.9%
DT vs FFIV
+33.1%
-37.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.4% |
| 7D | -5.4% | -2.9% | -2.5% | -4.3% |
| 30D | -32.2% | -32.4% | +0.2% | -22.4% |
| 3M | -10.9% | -22.7% | +11.8% | -4.4% |
| 6M | +10.0% | -10.7% | +20.7% | +10.3% |
| YTD | +2.1% | +25.4% | -23.3% | -9.0% |
| All | -4.9% | +33.1% | -37.9% | -16.6% |
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