+3,000.1%
MAR vs FFIV
+6,144.1%
-3,144.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | +1.0% | -2.9% | +4.0% | +1.4% |
| 30D | +16.2% | -32.4% | +48.6% | +22.3% |
| 3M | +23.1% | -22.7% | +45.8% | +26.8% |
| 6M | +22.0% | -10.7% | +32.6% | +22.8% |
| YTD | +39.2% | +25.4% | +13.8% | +32.8% |
| 1Y | +48.3% | +34.2% | +14.1% | +40.0% |
| 3Y | +123.4% | +101.2% | +22.2% | +98.5% |
| 5Y | +185.4% | +42.0% | +143.4% | +165.2% |
| 10Y | +539.2% | +126.7% | +412.5% | +455.0% |
| All | +3,000.1% | +6,144.1% | -3,144.0% | +1,740.5% |
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