+196.2%
W vs FFIV
+165.6%
+30.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.2% |
| 7D | -3.6% | -8.1% | +4.5% | +2.7% |
| 30D | +7.0% | -33.4% | +40.3% | +39.8% |
| 3M | +7.4% | -24.7% | +32.1% | +25.9% |
| 6M | +69.3% | -8.8% | +78.2% | +69.6% |
| YTD | +11.3% | +21.8% | -10.5% | -12.9% |
| 1Y | +13.2% | +25.3% | -12.1% | -13.7% |
| 3Y | +142.0% | +101.2% | +40.9% | +22.5% |
| 5Y | -54.6% | +40.2% | -94.8% | -68.6% |
| 10Y | +243.7% | +129.0% | +114.7% | +67.8% |
| All | +196.2% | +165.6% | +30.6% | +31.4% |
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