+2,306.4%
O vs FFIV
+7,518.9%
-5,212.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.7% | -1.0% | +0.2% | -0.7% |
| 30D | -1.9% | -5.1% | +3.2% | -1.5% |
| 3M | +3.8% | -4.5% | +8.3% | +4.1% |
| 6M | -4.7% | +36.5% | -41.2% | -7.8% |
| YTD | +12.5% | +53.0% | -40.5% | +7.5% |
| 1Y | +10.8% | +24.2% | -13.4% | +7.9% |
| 3Y | +28.8% | +137.2% | -108.4% | +17.1% |
| 5Y | +13.2% | +91.8% | -78.6% | +4.4% |
| 10Y | +53.5% | +215.2% | -161.7% | +34.1% |
| All | +2,306.4% | +7,518.9% | -5,212.5% | +1,636.4% |
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