+148.7%
RF vs FFIV
+7,518.9%
-7,370.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | -3.6% | -5.1% | +1.5% | -2.9% |
| 3M | +8.1% | -4.5% | +12.5% | +8.6% |
| 6M | +11.5% | +36.5% | -25.0% | +5.6% |
| YTD | +15.6% | +53.0% | -37.4% | +7.4% |
| 1Y | +15.7% | +24.2% | -8.5% | +10.9% |
| 3Y | +86.9% | +137.2% | -50.3% | +61.7% |
| 5Y | +89.8% | +91.8% | -2.0% | +68.7% |
| 10Y | +344.7% | +215.2% | +129.5% | +268.7% |
| All | +148.7% | +7,518.9% | -7,370.3% | +47.2% |
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