+88.7%
PR vs FFIV
+102.3%
-13.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -0.5% | -2.9% | +2.5% | +0.3% |
| 30D | -4.6% | -32.4% | +27.8% | +4.6% |
| 3M | +4.7% | -22.7% | +27.4% | +9.8% |
| 6M | +12.4% | -10.7% | +23.1% | +11.1% |
| YTD | +62.9% | +25.4% | +37.5% | +38.4% |
| 1Y | +70.6% | +34.2% | +36.4% | +39.9% |
| All | +88.7% | +102.3% | -13.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling