+405.0%
COR vs FFIV
+216.0%
+188.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +2.8% | -1.0% | +3.7% | +2.9% |
| 30D | +4.5% | -5.1% | +9.6% | +5.4% |
| 3M | +22.7% | -4.5% | +27.1% | +23.1% |
| 6M | -9.7% | +36.5% | -46.2% | -15.7% |
| YTD | -1.4% | +53.0% | -54.4% | -10.3% |
| 1Y | +13.9% | +24.2% | -10.3% | +7.6% |
| 3Y | +94.0% | +137.2% | -43.2% | +53.5% |
| 5Y | +184.0% | +91.8% | +92.2% | +133.5% |
| All | +405.0% | +216.0% | +188.9% | +247.3% |
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