+9.1%
IR vs FFIV
+33.5%
-24.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +11.6% | -9.8% | +21.4% | +12.3% |
| 30D | +7.2% | -28.1% | +35.3% | +9.4% |
| 3M | -5.9% | -20.0% | +14.1% | -4.7% |
| 6M | +11.5% | -0.1% | +11.5% | +9.5% |
| YTD | +6.3% | +29.2% | -22.8% | -5.7% |
| 1Y | +9.1% | +36.6% | -27.5% | -6.5% |
| All | +9.1% | +33.5% | -24.4% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling