+1,008.9%
BE vs FFIV
+124.6%
+884.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.8% |
| 7D | +29.8% | -1.5% | +31.3% | +31.5% |
| 30D | +26.4% | -2.7% | +29.0% | +28.6% |
| 3M | +9.3% | -1.7% | +11.0% | +10.5% |
| 6M | +105.1% | +36.1% | +68.9% | +55.4% |
| YTD | +219.0% | +52.6% | +166.4% | +118.2% |
| 1Y | +418.8% | +21.5% | +397.2% | +325.5% |
| 3Y | +1,784.6% | +142.7% | +1,641.9% | +701.3% |
| 5Y | +1,251.0% | +92.6% | +1,158.4% | +600.3% |
| All | +1,008.9% | +124.6% | +884.3% | +315.3% |
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