+32.6%
NET vs FFIV
+48.7%
-16.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.2% |
| 7D | -16.4% | -9.8% | -6.6% | -7.7% |
| 30D | -25.8% | -28.1% | +2.2% | -2.2% |
| 3M | -11.5% | -20.0% | +8.5% | +4.6% |
| 6M | +18.9% | -0.1% | +19.0% | +10.5% |
| YTD | +35.2% | +29.2% | +6.0% | -6.0% |
| 1Y | +14.5% | +36.6% | -22.1% | -25.8% |
| 3Y | +313.8% | +114.0% | +199.8% | +30.7% |
| 5Y | +32.6% | +48.1% | -15.5% | -29.6% |
| All | +32.6% | +48.7% | -16.2% | -29.6% |
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