-73.3%
U vs FFIV
+35.3%
-108.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +7.9% | +7.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | +27.6% | -32.4% | +60.0% | +75.5% |
| 3M | +15.3% | -25.7% | +41.0% | +42.1% |
| 6M | +96.4% | -13.5% | +109.9% | +100.7% |
| YTD | +19.6% | +21.1% | -1.5% | -19.3% |
| 1Y | +42.1% | +29.4% | +12.7% | -11.8% |
| 3Y | +87.5% | +94.9% | -7.4% | -40.4% |
| All | -73.3% | +35.3% | -108.6% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling