-49.3%
COMP vs FFIV
+46.9%
-96.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.4% |
| 30D | +16.6% | -32.4% | +48.9% | +50.0% |
| 3M | -23.5% | -25.7% | +2.2% | -9.5% |
| 6M | +25.7% | -13.5% | +39.2% | +30.7% |
| YTD | -3.4% | +21.1% | -24.5% | -25.3% |
| 1Y | +7.6% | +29.4% | -21.8% | -21.4% |
| 3Y | +423.6% | +94.9% | +328.7% | +128.4% |
| 5Y | -10.6% | +34.7% | -45.3% | -53.5% |
| All | -49.3% | +46.9% | -96.2% | -75.2% |
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