-83.9%
OPEN vs FFIV
+32.9%
-116.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | -31.1% | -2.9% | -28.1% | -30.1% |
| 30D | -34.7% | -32.4% | -2.3% | -24.0% |
| 3M | -61.9% | -22.7% | -39.2% | -59.2% |
| 6M | -71.9% | -10.7% | -61.2% | -72.5% |
| YTD | -76.6% | +25.4% | -102.0% | -83.2% |
| 1Y | -83.9% | +34.2% | -118.1% | -90.2% |
| All | -83.9% | +32.9% | -116.8% | -90.2% |
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