+367.1%
ALL vs FFIV
+128.1%
+239.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | -4.2% | +4.0% | +0.8% |
| 30D | +13.8% | -33.9% | +47.7% | +23.8% |
| 3M | -2.8% | -22.6% | +19.8% | +1.4% |
| 6M | +23.7% | -10.4% | +34.0% | +23.7% |
| YTD | +27.3% | +24.3% | +3.0% | +15.6% |
| 1Y | +30.5% | +31.8% | -1.2% | +16.6% |
| 3Y | +113.0% | +99.5% | +13.5% | +64.2% |
| 5Y | +157.6% | +40.7% | +116.8% | +116.8% |
| All | +367.1% | +128.1% | +239.0% | +207.8% |
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