-12.5%
F vs FFIV
+41.1%
-53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | -4.2% | +5.1% | +2.3% |
| 30D | +2.1% | -33.9% | +36.0% | +15.5% |
| 3M | -10.3% | -22.6% | +12.3% | -5.0% |
| 6M | +3.3% | -10.4% | +13.6% | +2.2% |
| YTD | -2.0% | +24.3% | -26.3% | -17.3% |
| 1Y | -2.3% | +31.8% | -34.1% | -20.0% |
| 3Y | +49.9% | +99.5% | -49.6% | -10.3% |
| 5Y | -12.5% | +40.7% | -53.2% | -41.1% |
| All | -12.5% | +41.1% | -53.6% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling