+90.1%
RF vs FFIV
+91.3%
-1.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | -3.6% | -5.1% | +1.5% | -2.0% |
| 3M | +8.1% | -4.5% | +12.5% | +9.1% |
| 6M | +11.5% | +36.5% | -25.0% | -3.3% |
| YTD | +15.6% | +53.0% | -37.4% | -5.0% |
| 1Y | +15.7% | +24.2% | -8.5% | +3.4% |
| 3Y | +86.9% | +137.2% | -50.3% | +24.8% |
| All | +90.1% | +91.3% | -1.2% | +31.4% |
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