-43.1%
IT vs FFIV
+39.5%
-82.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -16.9% | -8.1% | -8.8% | -14.3% |
| 30D | +2.3% | -33.4% | +35.7% | +18.1% |
| 3M | +2.9% | -24.7% | +27.6% | +11.5% |
| 6M | +25.9% | -8.8% | +34.7% | +22.6% |
| YTD | -24.6% | +21.8% | -46.4% | -36.9% |
| 1Y | -16.0% | +25.3% | -41.3% | -30.9% |
| 3Y | -51.6% | +101.2% | -152.7% | -70.6% |
| All | -43.1% | +39.5% | -82.5% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling