+214.8%
B vs FFIV
+118.6%
+96.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -7.3% | -0.5% | -6.8% | -7.3% |
| 30D | -3.3% | -32.4% | +29.1% | +1.0% |
| 3M | -7.8% | -25.7% | +17.9% | -4.8% |
| 6M | -15.5% | -13.5% | -2.0% | -14.7% |
| YTD | -12.3% | +21.1% | -33.4% | -15.4% |
| 1Y | +5.4% | +29.4% | -24.0% | +0.8% |
| 3Y | +165.5% | +94.9% | +70.6% | +138.7% |
| 5Y | +107.0% | +34.7% | +72.3% | +89.2% |
| All | +214.8% | +118.6% | +96.3% | +180.6% |
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