+202.8%
TER vs FFIV
+91.3%
+111.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -8.3% | -5.1% | -3.2% | -5.4% |
| 3M | -12.2% | -4.5% | -7.8% | -9.5% |
| 6M | +17.1% | +36.5% | -19.4% | -7.2% |
| YTD | +84.7% | +53.0% | +31.7% | +33.8% |
| 1Y | +199.9% | +24.2% | +175.7% | +149.5% |
| 3Y | +232.8% | +137.2% | +95.6% | +64.9% |
| All | +202.8% | +91.3% | +111.6% | +68.3% |
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