+1,984.2%
TRV vs FFIV
+7,518.9%
-5,534.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.1% | -1.0% | +0.8% | -0.1% |
| 30D | -3.4% | -5.1% | +1.6% | -3.0% |
| 3M | +26.4% | -4.5% | +30.9% | +26.7% |
| 6M | +19.3% | +36.5% | -17.2% | +15.3% |
| YTD | +28.3% | +53.0% | -24.6% | +22.4% |
| 1Y | +34.3% | +24.2% | +10.1% | +30.6% |
| 3Y | +140.1% | +137.2% | +2.9% | +118.0% |
| 5Y | +155.7% | +91.8% | +64.0% | +135.3% |
| 10Y | +285.5% | +215.2% | +70.4% | +235.6% |
| All | +1,984.2% | +7,518.9% | -5,534.8% | +1,382.1% |
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