+3.9%
P vs FFIV
+26.7%
-22.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.7% |
| 7D | -23.8% | -8.1% | -15.7% | -19.2% |
| 30D | -36.6% | -33.4% | -3.2% | -20.8% |
| 3M | +10.9% | -24.7% | +35.6% | +26.5% |
| 6M | +30.0% | -8.8% | +38.8% | +33.6% |
| YTD | +44.4% | +21.8% | +22.6% | +27.7% |
| 1Y | +3.9% | +25.3% | -21.4% | -7.2% |
| All | +3.9% | +26.7% | -22.8% | -7.2% |
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