-47.3%
IT vs FFIV
+140.3%
-187.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -6.0% | -1.0% | -5.1% | -5.7% |
| 30D | 0.0% | -5.1% | +5.1% | +1.7% |
| 3M | +13.1% | -4.5% | +17.5% | +13.7% |
| 6M | +11.7% | +36.5% | -24.8% | -5.0% |
| YTD | -26.1% | +53.0% | -79.1% | -40.3% |
| 1Y | -21.3% | +24.2% | -45.5% | -31.0% |
| All | -47.3% | +140.3% | -187.6% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling