+85.3%
TER vs FFIV
+41.7%
+43.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.5% | +7.8% |
| 7D | +5.9% | -2.9% | +8.8% | +8.6% |
| 30D | -30.8% | -32.4% | +1.7% | -12.4% |
| 3M | -29.9% | -22.7% | -7.2% | -19.1% |
| 6M | -27.5% | -10.7% | -16.8% | -23.6% |
| YTD | +37.5% | +25.4% | +12.1% | +10.9% |
| 1Y | +50.3% | +34.2% | +16.1% | +14.9% |
| 3Y | +204.9% | +101.2% | +103.7% | +62.6% |
| All | +85.3% | +41.7% | +43.6% | +25.0% |
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 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