-45.3%
TE vs FFIV
+28.7%
-74.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -1.4% |
| 7D | -19.1% | -0.5% | -18.5% | -18.8% |
| 30D | -34.1% | -32.4% | -1.7% | -19.4% |
| 3M | -60.1% | -25.7% | -34.4% | -55.0% |
| 6M | -66.0% | -13.5% | -52.5% | -65.2% |
| YTD | -71.4% | +21.1% | -92.5% | -77.1% |
| 1Y | -45.3% | +29.4% | -74.7% | -60.8% |
| All | -45.3% | +28.7% | -74.0% | -60.8% |
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