-55.9%
W vs FFIV
+35.3%
-91.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +2.8% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | +6.8% | -32.4% | +39.2% | +45.1% |
| 3M | +10.7% | -25.7% | +36.4% | +34.4% |
| 6M | +86.3% | -13.5% | +99.9% | +90.9% |
| YTD | +11.5% | +21.1% | -9.6% | -23.0% |
| 1Y | +5.1% | +29.4% | -24.3% | -32.8% |
| 3Y | +171.0% | +94.9% | +76.1% | -12.2% |
| All | -55.9% | +35.3% | -91.2% | -78.6% |
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