+103.8%
FFIV vs FIVE
+42.1%
+61.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.5% |
| 7D | -2.1% | +6.2% | -8.3% | -2.9% |
| 30D | -33.8% | +18.2% | -52.0% | -35.2% |
| 3M | -20.6% | +3.8% | -24.5% | -21.2% |
| 6M | -10.2% | +13.7% | -24.0% | -12.5% |
| YTD | +24.5% | +34.7% | -10.2% | +17.9% |
| 1Y | +29.3% | +66.6% | -37.3% | +18.6% |
| 3Y | +103.8% | +44.3% | +59.5% | +67.2% |
| All | +103.8% | +42.1% | +61.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling