-30.0%
OPEN vs FFIV
+102.2%
-132.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.3% | -21.5% | -21.6% |
| 7D | -22.2% | -8.1% | -14.1% | -18.1% |
| 30D | -38.3% | -33.4% | -4.9% | -22.8% |
| 3M | -59.4% | -24.7% | -34.6% | -53.9% |
| 6M | -74.4% | -8.8% | -65.5% | -74.8% |
| YTD | -76.0% | +21.8% | -97.8% | -81.5% |
| 1Y | -78.7% | +25.3% | -104.0% | -83.9% |
| 3Y | -30.0% | +101.2% | -131.2% | -71.4% |
| All | -30.0% | +102.2% | -132.2% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling