+11.1%
PL vs FFIV
+39.3%
-28.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.5% | -4.7% | -5.9% |
| 7D | -20.5% | -14.2% | -6.3% | -10.3% |
| 30D | -38.8% | -33.6% | -5.1% | -17.9% |
| 3M | -49.1% | -24.2% | -24.9% | -39.5% |
| 6M | -69.4% | -8.3% | -61.1% | -68.6% |
| YTD | -42.3% | +22.1% | -64.5% | -54.2% |
| 1Y | -14.2% | +26.5% | -40.7% | -33.7% |
| 3Y | +398.7% | +102.3% | +296.4% | +179.9% |
| 5Y | +11.1% | +40.6% | -29.5% | -23.5% |
| All | +11.1% | +39.3% | -28.2% | -23.5% |
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