+26.4%
V vs FFIV
+26.7%
-0.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.2% | -8.1% | +10.3% | +2.9% |
| 30D | +13.6% | -33.4% | +47.0% | +17.8% |
| 3M | +14.3% | -24.7% | +39.0% | +16.5% |
| 6M | +33.1% | -8.8% | +41.9% | +28.1% |
| YTD | +21.2% | +21.8% | -0.5% | +7.0% |
| 1Y | +26.4% | +25.3% | +1.1% | +10.7% |
| All | +26.4% | +26.7% | -0.3% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling