+163.6%
W vs FFIV
+233.7%
-70.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.9% |
| 7D | -4.2% | -1.0% | -3.2% | -3.6% |
| 30D | -7.6% | -5.1% | -2.5% | -4.7% |
| 3M | +37.2% | -4.5% | +41.6% | +40.4% |
| 6M | +26.3% | +36.5% | -10.1% | -3.5% |
| YTD | -1.0% | +53.0% | -53.9% | -31.6% |
| 1Y | +20.1% | +24.2% | -4.1% | -5.3% |
| 3Y | +37.8% | +137.2% | -99.4% | -35.1% |
| 5Y | -63.7% | +91.8% | -155.4% | -79.1% |
| 10Y | +156.3% | +215.2% | -58.8% | +6.2% |
| All | +163.6% | +233.7% | -70.1% | +3.2% |
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