+19.8%
U vs FFIV
+32.9%
-13.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | +16.9% | -2.9% | +19.9% | +17.7% |
| 30D | +6.4% | -32.4% | +38.8% | +22.2% |
| 3M | +13.2% | -22.7% | +35.9% | +22.2% |
| 6M | +84.8% | -10.7% | +95.5% | +83.6% |
| YTD | +12.4% | +25.4% | -13.0% | -8.2% |
| 1Y | +19.8% | +34.2% | -14.4% | -3.6% |
| All | +19.8% | +32.9% | -13.1% | -3.6% |
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