+26.4%
P vs FFIV
+25.9%
+0.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | -1.0% | +7.5% | +7.0% |
| 30D | +18.8% | -5.1% | +23.9% | +22.2% |
| 3M | +26.7% | -4.5% | +31.2% | +30.5% |
| 6M | +62.2% | +36.5% | +25.7% | +41.2% |
| YTD | +48.5% | +53.0% | -4.5% | +25.1% |
| 1Y | +26.4% | +24.2% | +2.2% | +14.5% |
| All | +26.4% | +25.9% | +0.5% | +14.5% |
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