+41.6%
D vs FFIV
+126.1%
-84.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +3.0% | -8.1% | +11.1% | +4.0% |
| 30D | +11.5% | -33.4% | +44.9% | +16.7% |
| 3M | +3.7% | -24.7% | +28.5% | +6.7% |
| 6M | +13.5% | -8.8% | +22.4% | +13.5% |
| YTD | +20.7% | +21.8% | -1.0% | +15.2% |
| 1Y | +18.2% | +25.3% | -7.1% | +12.2% |
| 3Y | +73.3% | +101.2% | -27.8% | +49.3% |
| 5Y | +12.3% | +40.2% | -28.0% | +1.2% |
| All | +41.6% | +126.1% | -84.5% | +9.8% |
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