+142.2%
CI vs FFIV
+132.4%
+9.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | +0.1% | -2.1% | +2.2% | +0.6% |
| 30D | +4.7% | -33.8% | +38.4% | +14.4% |
| 3M | +5.2% | -20.6% | +25.8% | +9.5% |
| 6M | +3.8% | -10.2% | +14.0% | +4.0% |
| YTD | +9.2% | +24.5% | -15.3% | -0.5% |
| 1Y | +14.3% | +29.3% | -15.0% | +2.9% |
| 3Y | +8.4% | +103.8% | -95.3% | -19.8% |
| 5Y | +50.0% | +40.9% | +9.2% | +24.3% |
| 10Y | +142.2% | +126.6% | +15.6% | +47.5% |
| All | +142.2% | +132.4% | +9.8% | +47.5% |
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