-68.4%
U vs FFIV
+39.5%
-107.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.8% |
| 7D | +36.6% | -8.1% | +44.7% | +46.2% |
| 30D | +13.3% | -33.4% | +46.7% | +59.4% |
| 3M | +26.2% | -24.7% | +50.9% | +53.3% |
| 6M | +88.7% | -8.8% | +97.6% | +82.4% |
| YTD | +16.6% | +21.8% | -5.2% | -21.6% |
| 1Y | +29.0% | +25.3% | +3.7% | -16.8% |
| 3Y | +99.5% | +101.2% | -1.7% | -39.4% |
| All | -68.4% | +39.5% | -107.9% | -83.9% |
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