+6.6%
PL vs FFIV
+28.6%
-22.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +5.6% | -4.2% | +9.8% | +8.9% |
| 30D | -16.9% | -33.9% | +16.9% | +5.6% |
| 3M | -38.2% | -22.6% | -15.6% | -30.5% |
| 6M | -63.4% | -10.4% | -53.1% | -62.5% |
| YTD | -27.6% | +24.3% | -51.9% | -42.4% |
| 1Y | +6.6% | +31.8% | -25.2% | -15.4% |
| All | +6.6% | +28.6% | -22.1% | -15.4% |
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 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