+313.7%
MOD vs FFIV
+6,333.6%
-6,019.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.4% | -21.0% | -21.3% |
| 7D | -31.3% | -9.8% | -21.5% | -29.6% |
| 30D | -46.1% | -28.1% | -18.0% | -42.2% |
| 3M | -51.1% | -20.0% | -31.1% | -49.0% |
| 6M | -62.1% | -0.1% | -62.0% | -62.4% |
| YTD | -26.2% | +29.2% | -55.3% | -31.6% |
| 1Y | -32.6% | +36.6% | -69.2% | -38.3% |
| 3Y | +133.8% | +114.0% | +19.8% | +95.7% |
| 5Y | +792.8% | +48.1% | +744.7% | +708.7% |
| 10Y | +959.8% | +142.9% | +816.9% | +766.0% |
| All | +313.7% | +6,333.6% | -6,019.9% | +84.4% |
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 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