+8.9%
O vs FFIV
+23.1%
-14.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.6% | -1.5% | +1.0% | -0.6% |
| 30D | -2.0% | -2.7% | +0.7% | -2.0% |
| 3M | +3.0% | -1.7% | +4.7% | +2.8% |
| 6M | -3.6% | +36.1% | -39.8% | -3.5% |
| YTD | +12.1% | +52.6% | -40.6% | +11.4% |
| 1Y | +8.9% | +21.5% | -12.6% | +8.9% |
| All | +8.9% | +23.1% | -14.2% | +8.9% |
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