+605.9%
EXC vs FFIV
+7,518.9%
-6,913.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +0.3% | -1.0% | +1.2% | +0.3% |
| 30D | -3.7% | -5.1% | +1.3% | -3.6% |
| 3M | -1.3% | -4.5% | +3.2% | -1.2% |
| 6M | -9.7% | +36.5% | -46.2% | -11.0% |
| YTD | +2.9% | +53.0% | -50.1% | +0.9% |
| 1Y | +4.4% | +24.2% | -19.8% | +3.2% |
| 3Y | +22.2% | +137.2% | -115.0% | +17.2% |
| 5Y | +46.7% | +91.8% | -45.1% | +41.5% |
| 10Y | +155.3% | +215.2% | -59.8% | +140.9% |
| All | +605.9% | +7,518.9% | -6,913.1% | +624.0% |
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