+291.9%
C vs FFIV
+216.0%
+75.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | -1.0% | +4.6% | +4.0% |
| 30D | +0.1% | -5.1% | +5.1% | +2.3% |
| 3M | +2.4% | -4.5% | +6.9% | +3.8% |
| 6M | +24.9% | +36.5% | -11.5% | +4.6% |
| YTD | +19.8% | +53.0% | -33.2% | -5.9% |
| 1Y | +44.9% | +24.2% | +20.6% | +25.4% |
| 3Y | +263.0% | +137.2% | +125.8% | +119.3% |
| 5Y | +129.5% | +91.8% | +37.8% | +49.0% |
| All | +291.9% | +216.0% | +75.8% | +77.5% |
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