-69.4%
PL vs FFIV
-5.7%
-63.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.5% | -4.7% | -6.9% |
| 7D | -20.5% | -14.2% | -6.3% | -13.3% |
| 30D | -38.8% | -33.6% | -5.1% | -24.0% |
| 3M | -49.1% | -24.2% | -24.9% | -44.1% |
| 6M | -69.4% | -8.3% | -61.1% | -69.2% |
| All | -69.4% | -5.7% | -63.7% | -69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling