+46.4%
RF vs FFIV
+40.7%
+5.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.3% |
| 30D | +5.6% | -33.3% | +38.9% | +19.6% |
| 3M | -8.9% | -24.9% | +16.0% | -1.7% |
| 6M | +7.1% | -10.5% | +17.6% | +6.9% |
| YTD | +8.3% | +24.4% | -16.1% | -7.1% |
| 1Y | +16.8% | +32.3% | -15.4% | -2.6% |
| 3Y | +115.0% | +99.7% | +15.3% | +46.3% |
| 5Y | +46.4% | +38.4% | +8.0% | +6.6% |
| All | +46.4% | +40.7% | +5.7% | +6.6% |
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