+675.5%
BE vs FFIV
+83.2%
+592.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +10.0% |
| 7D | -1.2% | -2.1% | +0.9% | +1.5% |
| 30D | -30.9% | -33.8% | +2.9% | -4.9% |
| 3M | -11.6% | -20.6% | +9.0% | +3.0% |
| 6M | -25.7% | -10.2% | -15.5% | -22.2% |
| YTD | +123.1% | +24.5% | +98.7% | +74.7% |
| 1Y | +43.4% | +29.3% | +14.1% | +8.3% |
| 3Y | +1,683.6% | +103.8% | +1,579.8% | +743.3% |
| 5Y | +465.4% | +40.9% | +424.5% | +276.1% |
| All | +675.5% | +83.2% | +592.4% | +232.4% |
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