+180.5%
PL vs FFIV
+25.9%
+154.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -0.9% |
| 7D | -9.3% | -1.0% | -8.4% | -8.7% |
| 30D | -18.9% | -5.1% | -13.9% | -15.9% |
| 3M | -58.4% | -4.5% | -53.9% | -56.6% |
| 6M | -30.3% | +36.5% | -66.8% | -44.4% |
| YTD | -8.1% | +53.0% | -61.1% | -33.9% |
| 1Y | +180.5% | +24.2% | +156.3% | +155.1% |
| All | +180.5% | +25.9% | +154.6% | +155.1% |
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