+363.8%
ALL vs FFIV
+132.4%
+231.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | -3.9% | -2.1% | -1.8% | -3.5% |
| 30D | +10.6% | -33.8% | +44.4% | +20.3% |
| 3M | -4.6% | -20.6% | +16.1% | -1.0% |
| 6M | +20.2% | -10.2% | +30.4% | +20.2% |
| YTD | +23.7% | +24.5% | -0.8% | +12.4% |
| 1Y | +27.9% | +29.3% | -1.4% | +14.8% |
| 3Y | +109.2% | +103.8% | +5.4% | +60.2% |
| 5Y | +148.0% | +40.9% | +107.1% | +108.7% |
| 10Y | +363.8% | +126.6% | +237.2% | +205.8% |
| All | +363.8% | +132.4% | +231.4% | +205.8% |
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