+31.8%
FFIV vs FIVE
+63.0%
-31.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -4.2% | +7.3% | -11.5% | -4.4% |
| 30D | -33.9% | +18.1% | -51.9% | -34.3% |
| 3M | -22.6% | +7.7% | -30.3% | -23.0% |
| 6M | -10.4% | +13.6% | -24.0% | -11.4% |
| YTD | +24.3% | +34.6% | -10.3% | +14.8% |
| 1Y | +31.8% | +66.2% | -34.5% | +11.7% |
| All | +31.8% | +63.0% | -31.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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