+218.3%
C vs FFIV
+130.1%
+88.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -0.4% | -2.9% | +2.5% | +1.0% |
| 30D | -5.3% | -32.4% | +27.1% | +11.7% |
| 3M | -8.0% | -22.7% | +14.7% | +0.9% |
| 6M | -0.3% | -10.7% | +10.4% | +0.7% |
| YTD | +8.6% | +25.4% | -16.7% | -9.2% |
| 1Y | +25.8% | +34.2% | -8.3% | +1.3% |
| 3Y | +221.2% | +101.2% | +120.0% | +101.8% |
| 5Y | +113.6% | +42.0% | +71.6% | +56.9% |
| 10Y | +218.3% | +126.7% | +91.6% | +53.6% |
| All | +218.3% | +130.1% | +88.3% | +53.6% |
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