+2,908.3%
MAR vs FFIV
+5,965.2%
-3,056.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +4.3% | -8.1% | +12.4% | +5.5% |
| 30D | +16.8% | -33.4% | +50.2% | +23.2% |
| 3M | +16.0% | -24.7% | +40.8% | +20.0% |
| 6M | +16.5% | -8.8% | +25.3% | +16.9% |
| YTD | +35.0% | +21.8% | +13.3% | +29.4% |
| 1Y | +49.4% | +25.3% | +24.1% | +42.5% |
| 3Y | +124.1% | +101.2% | +22.9% | +99.2% |
| 5Y | +159.2% | +40.2% | +119.0% | +141.3% |
| 10Y | +553.9% | +129.0% | +424.9% | +467.6% |
| All | +2,908.3% | +5,965.2% | -3,056.9% | +1,693.6% |
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