+24.7%
F vs FFIV
+7,518.9%
-7,494.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | -1.0% | +6.3% | +5.5% |
| 30D | +4.6% | -5.1% | +9.7% | +5.3% |
| 3M | -3.7% | -4.5% | +0.8% | -3.2% |
| 6M | +16.8% | +36.5% | -19.7% | +10.5% |
| YTD | +15.3% | +53.0% | -37.7% | +6.8% |
| 1Y | +31.0% | +24.2% | +6.8% | +25.1% |
| 3Y | +45.4% | +137.2% | -91.8% | +24.4% |
| 5Y | +54.7% | +91.8% | -37.1% | +36.8% |
| 10Y | +98.2% | +215.2% | -116.9% | +61.2% |
| All | +24.7% | +7,518.9% | -7,494.2% | -36.6% |
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