+26.2%
MAR vs FFIV
+25.9%
+0.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -4.2% | -1.0% | -3.2% | -4.1% |
| 30D | -6.7% | -5.1% | -1.6% | -6.2% |
| 3M | -12.5% | -4.5% | -8.0% | -12.2% |
| 6M | +0.6% | +36.5% | -35.9% | -4.9% |
| YTD | +9.1% | +53.0% | -43.9% | +0.7% |
| 1Y | +26.2% | +24.2% | +2.0% | +22.7% |
| All | +26.2% | +25.9% | +0.3% | +22.7% |
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