+200.5%
P vs FFIV
+95.4%
+105.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.1% |
| 7D | +11.6% | -0.5% | +12.2% | +12.1% |
| 30D | -23.7% | -32.4% | +8.7% | -3.0% |
| 3M | -8.0% | -25.7% | +17.7% | +9.1% |
| 6M | +27.9% | -13.5% | +41.4% | +37.2% |
| YTD | +61.2% | +21.1% | +40.0% | +36.3% |
| 1Y | +28.6% | +29.4% | -0.8% | +3.3% |
| 3Y | +200.5% | +94.9% | +105.6% | +77.7% |
| All | +200.5% | +95.4% | +105.1% | +77.7% |
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 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