-14.3%
TEAM vs FFIV
+95.4%
-109.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -26.7% | -32.4% | +5.7% | -14.7% |
| 3M | -9.6% | -25.7% | +16.1% | 0.0% |
| 6M | +86.0% | -13.5% | +99.5% | +86.7% |
| YTD | -7.5% | +21.1% | -28.6% | -23.8% |
| 1Y | -1.4% | +29.4% | -30.8% | -21.9% |
| 3Y | -14.3% | +94.9% | -109.2% | -49.0% |
| All | -14.3% | +95.4% | -109.7% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling