+31.0%
F vs FFIV
+25.9%
+5.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | -1.0% | +6.3% | +5.4% |
| 30D | +4.6% | -5.1% | +9.7% | +4.9% |
| 3M | -3.7% | -4.5% | +0.8% | -3.6% |
| 6M | +16.8% | +36.5% | -19.7% | +13.7% |
| YTD | +15.3% | +53.0% | -37.7% | +10.3% |
| 1Y | +31.0% | +24.2% | +6.8% | +24.5% |
| All | +31.0% | +25.9% | +5.1% | +24.5% |
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