+217.6%
T vs FFIV
+5,965.2%
-5,747.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.0% | -8.1% | +9.2% | +1.7% |
| 30D | -10.6% | -33.4% | +22.8% | -7.8% |
| 3M | -7.7% | -24.7% | +17.0% | -5.9% |
| 6M | -13.3% | -8.8% | -4.5% | -13.2% |
| YTD | -8.8% | +21.8% | -30.5% | -11.2% |
| 1Y | -8.4% | +25.3% | -33.7% | -11.1% |
| 3Y | +59.6% | +101.2% | -41.5% | +47.2% |
| 5Y | +52.1% | +40.2% | +11.9% | +44.0% |
| 10Y | +56.9% | +129.0% | -72.2% | +40.7% |
| All | +217.6% | +5,965.2% | -5,747.5% | +77.5% |
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