+16.7%
U vs FFIV
+28.6%
-11.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | -4.2% | +28.5% | +25.7% |
| 30D | +7.4% | -33.9% | +41.3% | +24.5% |
| 3M | +16.8% | -22.6% | +39.4% | +25.9% |
| 6M | +78.8% | -10.4% | +89.1% | +76.7% |
| YTD | +14.0% | +24.3% | -10.3% | -7.2% |
| 1Y | +16.7% | +31.8% | -15.1% | -6.9% |
| All | +16.7% | +28.6% | -11.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling