+46.4%
RF vs FFIV
+35.3%
+11.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.1% |
| 7D | +1.9% | -0.5% | +2.5% | +2.1% |
| 30D | +7.3% | -32.4% | +39.7% | +20.9% |
| 3M | -7.9% | -25.7% | +17.8% | -0.5% |
| 6M | +10.5% | -13.5% | +24.0% | +11.7% |
| YTD | +9.6% | +21.1% | -11.5% | -5.1% |
| 1Y | +20.3% | +29.4% | -9.1% | +1.0% |
| 3Y | +119.5% | +94.9% | +24.6% | +50.6% |
| All | +46.4% | +35.3% | +11.1% | +8.0% |
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