+863.7%
D vs FFIV
+7,518.9%
-6,655.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | -1.0% | +2.4% | +1.5% |
| 30D | -2.6% | -5.1% | +2.5% | -2.4% |
| 3M | 0.0% | -4.5% | +4.5% | +0.1% |
| 6M | +7.4% | +36.5% | -29.1% | +6.0% |
| YTD | +15.9% | +53.0% | -37.1% | +13.8% |
| 1Y | +18.1% | +24.2% | -6.1% | +16.9% |
| 3Y | +58.4% | +137.2% | -78.8% | +52.5% |
| 5Y | +5.2% | +91.8% | -86.6% | +1.8% |
| 10Y | +35.9% | +215.2% | -179.3% | +28.6% |
| All | +863.7% | +7,518.9% | -6,655.2% | +825.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling