+92.6%
FFIV vs USFR
+20.5%
+72.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -2.7% | +0.3% | -3.0% | -3.1% |
| 3M | -1.7% | +1.0% | -2.6% | -2.8% |
| 6M | +36.1% | +1.9% | +34.2% | +32.9% |
| YTD | +52.6% | +2.7% | +50.0% | +47.3% |
| 1Y | +21.5% | +4.0% | +17.5% | +14.1% |
| 3Y | +142.7% | +14.0% | +128.6% | +85.4% |
| 5Y | +92.6% | +20.4% | +72.2% | +20.3% |
| All | +92.6% | +20.5% | +72.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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