+82.0%
MET vs FFIV
+92.2%
-10.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.1% | -1.5% | +2.7% | +1.7% |
| 30D | -2.3% | -2.7% | +0.3% | -1.7% |
| 3M | +13.9% | -1.7% | +15.5% | +13.7% |
| 6M | +34.8% | +36.1% | -1.3% | +19.1% |
| YTD | +23.5% | +52.6% | -29.1% | +4.1% |
| 1Y | +23.4% | +21.5% | +1.9% | +12.7% |
| 3Y | +64.9% | +142.7% | -77.8% | +16.3% |
| 5Y | +82.0% | +92.6% | -10.5% | +30.8% |
| All | +82.0% | +92.2% | -10.1% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling