-53.2%
TE vs FFIV
+186.0%
-239.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -4.0% | -1.0% | -3.0% | -3.6% |
| 30D | -15.9% | -5.1% | -10.8% | -14.1% |
| 3M | -60.5% | -4.5% | -56.1% | -59.4% |
| 6M | -35.2% | +36.5% | -71.7% | -44.0% |
| YTD | -31.1% | +53.0% | -84.1% | -43.6% |
| 1Y | +148.6% | +24.2% | +124.4% | +122.9% |
| 3Y | -26.4% | +137.2% | -163.6% | -50.1% |
| 5Y | -48.0% | +91.8% | -139.8% | -63.0% |
| All | -53.2% | +186.0% | -239.2% | -67.5% |
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