+43.1%
MOD vs FFIV
+25.9%
+17.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +9.6% | -1.0% | +10.5% | +9.8% |
| 30D | 0.0% | -5.1% | +5.1% | +1.1% |
| 3M | -35.4% | -4.5% | -30.9% | -34.6% |
| 6M | -7.3% | +36.5% | -43.7% | -10.7% |
| YTD | +45.8% | +53.0% | -7.2% | +35.3% |
| 1Y | +43.1% | +24.2% | +18.9% | +34.5% |
| All | +43.1% | +25.9% | +17.2% | +34.5% |
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 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