+779.0%
DE vs FFIV
+126.3%
+652.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.2% |
| 30D | +9.3% | -32.4% | +41.8% | +22.6% |
| 3M | +12.2% | -22.7% | +34.9% | +19.6% |
| 6M | +18.1% | -10.7% | +28.8% | +18.8% |
| YTD | +49.8% | +25.4% | +24.4% | +31.5% |
| 1Y | +46.4% | +34.2% | +12.2% | +25.0% |
| 3Y | +92.5% | +101.2% | -8.7% | +35.3% |
| 5Y | +107.4% | +42.0% | +65.4% | +63.6% |
| All | +779.0% | +126.3% | +652.8% | +417.1% |
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