+365.7%
ALL vs FFIV
+216.0%
+149.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | 0.0% | -1.0% | +1.0% | +0.2% |
| 30D | -1.5% | -5.1% | +3.6% | -0.4% |
| 3M | +23.6% | -4.5% | +28.1% | +24.3% |
| 6M | +22.3% | +36.5% | -14.1% | +11.8% |
| YTD | +26.5% | +53.0% | -26.5% | +11.5% |
| 1Y | +27.0% | +24.2% | +2.8% | +18.1% |
| 3Y | +149.6% | +137.2% | +12.4% | +89.0% |
| 5Y | +118.1% | +91.8% | +26.3% | +71.9% |
| All | +365.7% | +216.0% | +149.6% | +197.3% |
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