+23.1%
Q vs FFIV
+2.4%
+20.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | +0.3% | -8.1% | +8.4% | +2.8% |
| 30D | -9.8% | -33.4% | +23.6% | -0.1% |
| 3M | -12.2% | -24.7% | +12.5% | -7.3% |
| 6M | -21.6% | -8.8% | -12.8% | -22.5% |
| YTD | +43.6% | +21.8% | +21.8% | +28.8% |
| 1Y | +25.7% | +25.3% | +0.4% | +11.4% |
| All | +23.1% | +2.4% | +20.7% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling