-29.7%
MOD vs FFIV
+32.9%
-62.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +8.2% | -2.9% | +11.2% | +9.0% |
| 30D | -38.2% | -32.4% | -5.7% | -33.8% |
| 3M | -46.2% | -22.7% | -23.5% | -44.4% |
| 6M | -62.5% | -10.7% | -51.9% | -61.6% |
| YTD | -20.1% | +25.4% | -45.5% | -24.9% |
| 1Y | -29.7% | +34.2% | -63.9% | -33.8% |
| All | -29.7% | +32.9% | -62.6% | -33.8% |
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 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