-8.0%
T vs FFIV
+28.8%
-36.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.9% |
| 7D | +1.7% | -2.1% | +3.8% | +1.5% |
| 30D | -1.7% | -33.8% | +32.1% | -4.3% |
| 3M | -7.3% | -20.6% | +13.3% | -8.5% |
| 6M | -11.2% | -10.2% | -1.0% | -12.2% |
| YTD | -8.1% | +24.5% | -32.5% | -9.8% |
| All | -8.0% | +28.8% | -36.8% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling