+291.3%
IR vs FFIV
+201.2%
+90.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.8% | -1.0% | -1.9% | -2.5% |
| 30D | -15.1% | -5.1% | -10.1% | -13.4% |
| 3M | +6.1% | -4.5% | +10.5% | +7.2% |
| 6M | -16.8% | +36.5% | -53.3% | -30.0% |
| YTD | -3.5% | +53.0% | -56.5% | -23.9% |
| 1Y | -3.5% | +24.2% | -27.7% | -16.2% |
| 3Y | +9.5% | +137.2% | -127.7% | -32.5% |
| 5Y | +45.1% | +91.8% | -46.7% | -3.1% |
| All | +291.3% | +201.2% | +90.1% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling