+2,263.3%
O vs FFIV
+6,144.1%
-3,880.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.6% | -2.9% | +3.5% | +0.8% |
| 30D | +9.4% | -32.4% | +41.8% | +13.1% |
| 3M | -2.4% | -22.7% | +20.3% | -0.5% |
| 6M | -1.9% | -10.7% | +8.8% | -1.5% |
| YTD | +10.5% | +25.4% | -14.9% | +7.1% |
| 1Y | +10.0% | +34.2% | -24.2% | +5.9% |
| 3Y | +40.5% | +101.2% | -60.7% | +29.2% |
| 5Y | +10.2% | +42.0% | -31.7% | +4.1% |
| 10Y | +82.5% | +126.7% | -44.3% | +63.6% |
| All | +2,263.3% | +6,144.1% | -3,880.8% | +1,629.9% |
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 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