+604.2%
COST vs FFIV
+238.2%
+366.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -2.5% | +1.6% | -4.1% | -2.9% |
| 30D | -4.4% | -3.7% | -0.7% | -3.7% |
| 3M | -8.1% | +2.0% | -10.1% | -9.1% |
| 6M | -9.2% | +39.3% | -48.5% | -17.5% |
| YTD | +5.1% | +56.1% | -51.0% | -7.7% |
| 1Y | -5.1% | +22.0% | -27.1% | -11.4% |
| 3Y | +70.4% | +148.2% | -77.8% | +28.4% |
| 5Y | +104.7% | +96.3% | +8.4% | +61.6% |
| All | +604.2% | +238.2% | +366.0% | +383.8% |
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