+14.1%
AGG vs FFIV
+249.4%
-235.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.1% |
| 7D | -1.1% | +5.4% | -6.5% | -1.1% |
| 30D | -1.1% | -2.7% | +1.5% | -1.1% |
| 3M | -1.9% | +4.5% | -6.5% | -2.0% |
| 6M | -1.7% | +42.2% | -43.9% | -2.3% |
| YTD | -1.3% | +61.3% | -62.6% | -2.1% |
| 1Y | -0.7% | +23.0% | -23.8% | -1.2% |
| 3Y | +12.5% | +156.3% | -143.8% | +10.2% |
| 5Y | -2.5% | +102.9% | -105.3% | -4.3% |
| All | +14.1% | +249.4% | -235.2% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling