-63.1%
W vs FFIV
+91.3%
-154.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.9% |
| 7D | -4.2% | -1.0% | -3.2% | -3.5% |
| 30D | -7.6% | -5.1% | -2.5% | -4.0% |
| 3M | +37.2% | -4.5% | +41.6% | +40.8% |
| 6M | +26.3% | +36.5% | -10.1% | -11.6% |
| YTD | -1.0% | +53.0% | -53.9% | -39.8% |
| 1Y | +20.1% | +24.2% | -4.1% | -12.9% |
| 3Y | +37.8% | +137.2% | -99.4% | -56.9% |
| All | -63.1% | +91.3% | -154.4% | -85.0% |
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