+44.5%
F vs FFIV
+102.8%
-58.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | -0.4% |
| 7D | +1.4% | -14.2% | +15.6% | +3.4% |
| 30D | +2.0% | -33.6% | +35.7% | +7.3% |
| 3M | -10.4% | -24.2% | +13.8% | -8.2% |
| 6M | +9.7% | -8.3% | +18.0% | +7.6% |
| YTD | -1.2% | +22.1% | -23.3% | -10.1% |
| 1Y | 0.0% | +26.5% | -26.4% | -9.9% |
| All | +44.5% | +102.8% | -58.3% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling