-39.0%
U vs FFIV
+218.3%
-257.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -3.8% | -1.0% | -2.9% | -3.1% |
| 30D | +17.5% | -5.1% | +22.5% | +21.8% |
| 3M | +38.7% | -4.5% | +43.2% | +42.2% |
| 6M | +104.4% | +36.5% | +67.9% | +44.1% |
| YTD | -5.7% | +53.0% | -58.7% | -40.7% |
| 1Y | +3.7% | +24.2% | -20.5% | -20.8% |
| 3Y | +12.3% | +137.2% | -124.9% | -57.8% |
| 5Y | -68.8% | +91.8% | -160.6% | -85.3% |
| All | -39.0% | +218.3% | -257.4% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling