+10.7%
O vs FFIV
+39.5%
-28.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.7% | -8.1% | +11.8% | +4.4% |
| 30D | +11.2% | -33.4% | +44.6% | +15.0% |
| 3M | -4.0% | -24.7% | +20.8% | -2.0% |
| 6M | -5.2% | -8.8% | +3.6% | -5.7% |
| YTD | +9.5% | +21.8% | -12.3% | +4.2% |
| 1Y | +10.6% | +25.3% | -14.7% | +4.7% |
| 3Y | +38.1% | +101.2% | -63.0% | +14.1% |
| All | +10.7% | +39.5% | -28.8% | -2.8% |
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 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