-25.8%
TE vs FFIV
+33.5%
-59.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +3.8% | -9.8% | +13.6% | +10.0% |
| 30D | -26.2% | -28.1% | +1.9% | -13.7% |
| 3M | -49.7% | -20.0% | -29.7% | -46.8% |
| 6M | -46.5% | -0.1% | -46.4% | -49.6% |
| YTD | -59.1% | +29.2% | -88.3% | -67.5% |
| 1Y | -25.8% | +36.6% | -62.4% | -43.9% |
| All | -25.8% | +33.5% | -59.3% | -43.9% |
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