+13.5%
U vs FFIV
+141.9%
-128.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.8% |
| 7D | +4.5% | -1.5% | +6.0% | +5.6% |
| 30D | -0.6% | -2.7% | +2.1% | +0.6% |
| 3M | +48.4% | -1.7% | +50.1% | +48.5% |
| 6M | +115.4% | +36.1% | +79.2% | +63.7% |
| YTD | -3.2% | +52.6% | -55.9% | -32.8% |
| 1Y | -6.0% | +21.5% | -27.6% | -21.9% |
| 3Y | +13.5% | +142.7% | -129.2% | -47.0% |
| All | +13.5% | +141.9% | -128.5% | -47.0% |
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