+512.3%
COR vs FFIV
+132.4%
+379.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.4% | +3.3% |
| 7D | +2.3% | -2.1% | +4.4% | +2.7% |
| 30D | +6.8% | -33.8% | +40.5% | +14.1% |
| 3M | +8.1% | -20.6% | +28.7% | +11.4% |
| 6M | +33.0% | -10.2% | +43.2% | +33.2% |
| YTD | +3.0% | +24.5% | -21.5% | -4.1% |
| 1Y | -3.4% | +29.3% | -32.7% | -10.8% |
| 3Y | +80.1% | +103.8% | -23.7% | +43.1% |
| 5Y | +194.7% | +40.9% | +153.9% | +155.9% |
| 10Y | +512.3% | +126.6% | +385.7% | +328.3% |
| All | +512.3% | +132.4% | +379.9% | +328.3% |
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