-17.2%
F vs FFIV
+35.3%
-52.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.0% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | 0.0% | -32.4% | +32.4% | +12.1% |
| 3M | -13.2% | -25.7% | +12.5% | -6.8% |
| 6M | -10.2% | -13.5% | +3.3% | -10.1% |
| YTD | -4.9% | +21.1% | -26.0% | -19.1% |
| 1Y | -6.1% | +29.4% | -35.5% | -22.7% |
| 3Y | +46.0% | +94.9% | -48.9% | -12.2% |
| All | -17.2% | +35.3% | -52.5% | -43.2% |
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