+796.3%
AU vs FFIV
+118.6%
+677.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.1% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -2.9% | -32.4% | +29.5% | +1.9% |
| 3M | -8.7% | -25.7% | +17.0% | -5.5% |
| 6M | -14.1% | -13.5% | -0.6% | -13.1% |
| YTD | +4.8% | +21.1% | -16.3% | +1.0% |
| 1Y | +11.9% | +29.4% | -17.5% | +7.0% |
| 3Y | +513.8% | +94.9% | +418.9% | +448.5% |
| 5Y | +379.3% | +34.7% | +344.5% | +332.3% |
| All | +796.3% | +118.6% | +677.7% | +707.2% |
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