+132.2%
RF vs FFIV
+5,982.7%
-5,850.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.3% | -1.3% |
| 7D | -1.6% | -14.2% | +12.6% | +0.7% |
| 30D | +5.0% | -33.6% | +38.7% | +11.4% |
| 3M | -10.0% | -24.2% | +14.2% | -6.7% |
| 6M | +3.3% | -8.3% | +11.6% | +3.7% |
| YTD | +7.9% | +22.1% | -14.2% | +3.2% |
| 1Y | +21.2% | +26.5% | -5.2% | +15.3% |
| 3Y | +105.8% | +102.3% | +3.5% | +81.5% |
| 5Y | +43.7% | +40.6% | +3.1% | +33.2% |
| 10Y | +289.4% | +129.7% | +159.8% | +236.2% |
| All | +132.2% | +5,982.7% | -5,850.5% | +41.5% |
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