+641.7%
BE vs FFIV
+82.9%
+558.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.2% |
| 7D | -13.4% | -4.2% | -9.2% | -9.5% |
| 30D | -33.9% | -33.9% | 0.0% | -8.9% |
| 3M | -12.0% | -22.6% | +10.6% | +5.0% |
| 6M | -29.0% | -10.4% | -18.6% | -25.5% |
| YTD | +113.4% | +24.3% | +89.1% | +67.2% |
| 1Y | +33.2% | +31.8% | +1.4% | -1.1% |
| 3Y | +1,659.2% | +99.5% | +1,559.7% | +749.6% |
| 5Y | +461.4% | +40.7% | +420.6% | +273.7% |
| All | +641.7% | +82.9% | +558.8% | +218.3% |
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