-24.7%
U vs FFIV
+153.4%
-178.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.8% |
| 7D | +36.6% | -8.1% | +44.7% | +45.2% |
| 30D | +13.3% | -33.4% | +46.7% | +54.0% |
| 3M | +26.2% | -24.7% | +50.9% | +51.0% |
| 6M | +88.7% | -8.8% | +97.6% | +85.5% |
| YTD | +16.6% | +21.8% | -5.2% | -15.7% |
| 1Y | +29.0% | +25.3% | +3.7% | -9.9% |
| 3Y | +99.5% | +101.2% | -1.7% | -19.6% |
| 5Y | -66.1% | +40.2% | -106.3% | -81.1% |
| All | -24.7% | +153.4% | -178.1% | -64.7% |
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