+50.6%
LYB vs FFIV
+33.5%
+17.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.7% |
| 7D | -6.2% | -9.8% | +3.6% | -6.1% |
| 30D | +6.3% | -28.1% | +34.4% | +7.1% |
| 3M | +4.1% | -20.0% | +24.1% | +4.2% |
| 6M | -15.5% | -0.1% | -15.4% | -17.7% |
| YTD | +50.2% | +29.2% | +21.1% | +39.4% |
| 1Y | +50.6% | +36.6% | +14.0% | +36.9% |
| All | +50.6% | +33.5% | +17.1% | +36.9% |
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 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