+362.0%
ALL vs FFIV
+126.3%
+235.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -2.6% | -2.9% | +0.4% | -1.9% |
| 30D | +12.7% | -32.4% | +45.1% | +22.0% |
| 3M | +0.4% | -22.7% | +23.1% | +4.8% |
| 6M | +23.8% | -10.7% | +34.5% | +24.0% |
| YTD | +27.8% | +25.4% | +2.4% | +15.9% |
| 1Y | +28.9% | +34.2% | -5.3% | +14.6% |
| 3Y | +113.9% | +101.2% | +12.7% | +64.5% |
| 5Y | +157.4% | +42.0% | +115.4% | +116.2% |
| All | +362.0% | +126.3% | +235.8% | +204.1% |
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