-79.7%
TE vs FFIV
+42.4%
-122.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -4.5% |
| 7D | -10.5% | -2.1% | -8.5% | -8.7% |
| 30D | -32.4% | -33.8% | +1.3% | -12.5% |
| 3M | -60.9% | -20.6% | -40.2% | -56.3% |
| 6M | -62.8% | -10.2% | -52.6% | -61.3% |
| YTD | -65.7% | +24.5% | -90.2% | -72.3% |
| 1Y | -39.9% | +29.3% | -69.2% | -52.7% |
| 3Y | +10.6% | +103.8% | -93.2% | -41.4% |
| 5Y | -79.7% | +40.9% | -120.5% | -85.9% |
| All | -79.7% | +42.4% | -122.1% | -85.9% |
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 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