+87.5%
U vs FFIV
+95.4%
-7.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +6.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +27.6% | -32.4% | +60.0% | +57.6% |
| 3M | +15.3% | -25.7% | +41.0% | +32.9% |
| 6M | +96.4% | -13.5% | +109.9% | +99.8% |
| YTD | +19.6% | +21.1% | -1.5% | -8.1% |
| 1Y | +42.1% | +29.4% | +12.7% | +3.1% |
| 3Y | +87.5% | +94.9% | -7.4% | -8.1% |
| All | +87.5% | +95.4% | -7.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling