+642.3%
LYB vs FFIV
+477.2%
+165.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.6% |
| 7D | -3.1% | +3.5% | -6.6% | -4.4% |
| 30D | +4.0% | -1.3% | +5.3% | +4.2% |
| 3M | +2.4% | +2.4% | 0.0% | +0.5% |
| 6M | -1.4% | +41.8% | -43.3% | -15.4% |
| YTD | +53.9% | +58.5% | -4.6% | +25.8% |
| 1Y | +26.1% | +24.3% | +1.7% | +12.7% |
| 3Y | -21.0% | +152.0% | -173.1% | -47.7% |
| 5Y | -0.7% | +99.1% | -99.9% | -29.9% |
| 10Y | +49.3% | +242.8% | -193.5% | -16.9% |
| All | +642.3% | +477.2% | +165.1% | +192.9% |
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 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