+485.4%
P vs FFIV
+233.6%
+251.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +6.5% | -1.0% | +7.5% | +7.1% |
| 30D | +18.8% | -5.1% | +23.9% | +23.0% |
| 3M | +26.7% | -4.5% | +31.2% | +31.1% |
| 6M | +62.2% | +36.5% | +25.7% | +30.1% |
| YTD | +48.5% | +53.0% | -4.5% | +9.9% |
| 1Y | +26.4% | +24.2% | +2.2% | +6.4% |
| 3Y | +159.4% | +137.2% | +22.2% | +39.1% |
| 5Y | +275.8% | +91.8% | +184.0% | +128.5% |
| 10Y | +732.0% | +215.2% | +516.8% | +265.9% |
| All | +485.4% | +233.6% | +251.7% | +132.9% |
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