+668.0%
BE vs FFIV
+78.2%
+589.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.7% | -2.2% | -2.7% |
| 7D | +10.8% | -0.5% | +11.4% | +11.7% |
| 30D | -19.8% | -32.4% | +12.6% | +8.2% |
| 3M | -18.7% | -25.7% | +7.0% | +0.4% |
| 6M | -33.7% | -13.5% | -20.2% | -28.3% |
| YTD | +121.0% | +21.1% | +99.8% | +77.3% |
| 1Y | +85.4% | +29.4% | +56.0% | +39.8% |
| 3Y | +1,709.5% | +94.9% | +1,614.6% | +792.5% |
| 5Y | +462.2% | +34.7% | +427.5% | +289.6% |
| All | +668.0% | +78.2% | +589.8% | +237.5% |
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