+43.8%
D vs FFIV
+132.4%
-88.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +0.8% | -2.1% | +2.9% | +1.0% |
| 30D | +10.7% | -33.8% | +44.5% | +16.0% |
| 3M | +2.3% | -20.6% | +22.9% | +4.5% |
| 6M | +12.5% | -10.2% | +22.7% | +12.7% |
| YTD | +20.1% | +24.5% | -4.4% | +14.2% |
| 1Y | +15.6% | +29.3% | -13.8% | +9.2% |
| 3Y | +75.2% | +103.8% | -28.6% | +50.6% |
| 5Y | +14.6% | +40.9% | -26.3% | +3.3% |
| 10Y | +43.8% | +126.6% | -82.8% | +10.5% |
| All | +43.8% | +132.4% | -88.7% | +10.5% |
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