+7.3%
PL vs FFIV
+28.8%
-21.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.2% | +12.3% | +13.1% |
| 7D | +10.9% | -2.1% | +13.0% | +12.8% |
| 30D | -16.4% | -33.8% | +17.4% | +6.2% |
| 3M | -39.9% | -20.6% | -19.3% | -34.0% |
| 6M | -63.2% | -10.2% | -52.9% | -62.3% |
| YTD | -27.1% | +24.5% | -51.6% | -42.0% |
| All | +7.3% | +28.8% | -21.5% | -14.9% |
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 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