+272.9%
T vs FFIV
+7,518.9%
-7,246.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | +11.4% | -5.1% | +16.4% | +11.8% |
| 3M | +14.3% | -4.5% | +18.7% | +14.5% |
| 6M | -9.3% | +36.5% | -45.7% | -12.0% |
| YTD | +7.1% | +53.0% | -45.9% | +2.7% |
| 1Y | -9.1% | +24.2% | -33.3% | -11.4% |
| 3Y | +105.3% | +137.2% | -31.9% | +87.5% |
| 5Y | +66.8% | +91.8% | -25.0% | +54.3% |
| 10Y | +66.8% | +215.2% | -148.4% | +46.2% |
| All | +272.9% | +7,518.9% | -7,246.0% | +105.2% |
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