-41.3%
TE vs FFIV
+92.2%
-133.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.2% |
| 7D | +18.2% | -1.5% | +19.8% | +19.6% |
| 30D | -13.5% | -2.7% | -10.9% | -12.5% |
| 3M | -44.6% | -1.7% | -42.9% | -43.8% |
| 6M | -24.7% | +36.1% | -60.8% | -39.6% |
| YTD | -24.3% | +52.6% | -76.9% | -44.2% |
| 1Y | +155.6% | +21.5% | +134.0% | +119.2% |
| 3Y | -18.3% | +142.7% | -160.9% | -59.2% |
| 5Y | -41.3% | +92.6% | -133.9% | -64.1% |
| All | -41.3% | +92.2% | -133.5% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling