-35.5%
MOD vs FFIV
+28.6%
-64.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | -4.2% | -13.7% | -17.0% |
| 30D | -43.2% | -33.9% | -9.4% | -38.7% |
| 3M | -46.0% | -22.6% | -23.4% | -44.2% |
| 6M | -62.2% | -10.4% | -51.9% | -61.2% |
| YTD | -22.8% | +24.3% | -47.1% | -27.9% |
| 1Y | -35.5% | +31.8% | -67.3% | -40.4% |
| All | -35.5% | +28.6% | -64.1% | -40.4% |
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