+167.1%
P vs FFIV
+102.8%
+64.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.5% | -10.9% | -12.7% |
| 7D | -31.9% | -14.2% | -17.7% | -24.0% |
| 30D | -36.5% | -33.6% | -2.9% | -18.1% |
| 3M | +11.6% | -24.2% | +35.8% | +30.4% |
| 6M | +25.2% | -8.3% | +33.5% | +29.2% |
| YTD | +39.4% | +22.1% | +17.3% | +17.2% |
| 1Y | -3.7% | +26.5% | -30.2% | -21.4% |
| All | +167.1% | +102.8% | +64.3% | +51.6% |
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