-49.3%
COMP vs FFIV
+47.7%
-97.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.9% |
| 7D | +13.4% | -8.1% | +21.6% | +20.2% |
| 30D | +11.1% | -33.4% | +44.5% | +44.3% |
| 3M | -18.8% | -24.7% | +5.9% | -5.1% |
| 6M | +10.5% | -8.8% | +19.3% | +10.1% |
| YTD | -3.4% | +21.8% | -25.2% | -25.5% |
| 1Y | +19.7% | +25.3% | -5.6% | -10.2% |
| 3Y | +381.6% | +101.2% | +280.5% | +103.4% |
| 5Y | -17.6% | +40.2% | -57.8% | -57.4% |
| All | -49.3% | +47.7% | -97.0% | -75.3% |
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