-94.7%
OPEN vs FFIV
+35.3%
-130.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -1.0% | -1.0% |
| 7D | -15.0% | -0.5% | -14.5% | -14.4% |
| 30D | -40.2% | -32.4% | -7.8% | -15.6% |
| 3M | -67.4% | -25.7% | -41.7% | -59.5% |
| 6M | -74.0% | -13.5% | -60.5% | -73.2% |
| YTD | -79.6% | +21.1% | -100.7% | -86.5% |
| 1Y | -86.1% | +29.4% | -115.5% | -91.5% |
| 3Y | -41.4% | +94.9% | -136.3% | -83.6% |
| All | -94.7% | +35.3% | -130.0% | -97.7% |
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