-65.3%
TEAM vs FFIV
+39.5%
-104.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.3% | -15.9% | -16.0% |
| 7D | -19.8% | -8.1% | -11.7% | -15.3% |
| 30D | -21.5% | -33.4% | +11.9% | 0.0% |
| 3M | +39.5% | -24.7% | +64.2% | +60.2% |
| 6M | +73.1% | -8.8% | +81.9% | +68.9% |
| YTD | -5.2% | +21.8% | -27.0% | -27.6% |
| 1Y | -1.6% | +25.3% | -26.9% | -26.8% |
| 3Y | -11.4% | +101.2% | -112.6% | -61.2% |
| All | -65.3% | +39.5% | -104.7% | -79.5% |
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 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