+8.4%
LOW vs FFIV
+92.2%
-83.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | -10.1% | -2.7% | -7.4% | -9.7% |
| 3M | -2.9% | -1.7% | -1.2% | -3.2% |
| 6M | -19.4% | +36.1% | -55.5% | -28.0% |
| YTD | -15.4% | +52.6% | -68.1% | -27.9% |
| 1Y | -24.9% | +21.5% | -46.5% | -31.1% |
| 3Y | -7.8% | +142.7% | -150.5% | -38.0% |
| 5Y | +8.4% | +92.6% | -84.2% | -22.9% |
| All | +8.4% | +92.2% | -83.8% | -22.9% |
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