+449.6%
P vs FFIV
+166.4%
+283.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.5% | -10.9% | -12.6% |
| 7D | -31.9% | -14.2% | -17.7% | -23.7% |
| 30D | -36.5% | -33.6% | -2.9% | -17.1% |
| 3M | +11.6% | -24.2% | +35.8% | +32.2% |
| 6M | +25.2% | -8.3% | +33.5% | +30.6% |
| YTD | +39.4% | +22.1% | +17.3% | +18.2% |
| 1Y | -3.7% | +26.5% | -30.2% | -20.7% |
| 3Y | +167.3% | +102.3% | +65.0% | +56.8% |
| 5Y | +237.3% | +40.6% | +196.7% | +150.1% |
| 10Y | +698.6% | +129.7% | +569.0% | +316.0% |
| All | +449.6% | +166.4% | +283.3% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling