+266.7%
FFIV vs USFR
+27.5%
+239.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -5.1% | +0.3% | -5.4% | -5.2% |
| 3M | -4.5% | +1.0% | -5.4% | -4.8% |
| 6M | +36.5% | +1.9% | +34.5% | +35.4% |
| YTD | +53.0% | +2.6% | +50.4% | +51.4% |
| 1Y | +24.2% | +4.0% | +20.2% | +22.3% |
| 3Y | +137.2% | +14.1% | +123.1% | +124.9% |
| 5Y | +91.8% | +20.4% | +71.4% | +78.1% |
| 10Y | +215.2% | +28.0% | +187.2% | +186.1% |
| All | +266.7% | +27.5% | +239.2% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling