+158.7%
CI vs FFIV
+126.1%
+32.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -1.6% | -8.1% | +6.6% | +0.4% |
| 30D | +5.4% | -33.4% | +38.8% | +15.0% |
| 3M | +7.3% | -24.7% | +32.0% | +13.1% |
| 6M | +5.3% | -8.8% | +14.2% | +5.0% |
| YTD | +8.5% | +21.8% | -13.3% | -0.7% |
| 1Y | +17.1% | +25.3% | -8.2% | +6.2% |
| 3Y | +1.4% | +101.2% | -99.7% | -24.9% |
| 5Y | +50.5% | +40.2% | +10.3% | +24.3% |
| All | +158.7% | +126.1% | +32.7% | +51.0% |
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