+82.3%
PL vs FFIV
+91.3%
-9.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.0% |
| 3M | -58.4% | -4.5% | -53.9% | -56.6% |
| 6M | -30.3% | +36.5% | -66.8% | -45.8% |
| YTD | -8.1% | +53.0% | -61.1% | -35.4% |
| 1Y | +180.5% | +24.2% | +156.3% | +133.4% |
| 3Y | +444.1% | +137.2% | +306.9% | +188.6% |
| All | +82.3% | +91.3% | -9.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling