+107.6%
DG vs FFIV
+226.8%
-119.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -2.5% | -1.5% | -0.9% | -2.2% |
| 30D | +1.0% | -2.7% | +3.7% | +1.4% |
| 3M | +20.3% | -1.7% | +22.0% | +20.2% |
| 6M | -11.7% | +36.1% | -47.9% | -17.1% |
| YTD | -2.3% | +52.6% | -55.0% | -10.5% |
| 1Y | +20.0% | +21.5% | -1.5% | +14.3% |
| 3Y | +7.2% | +142.7% | -135.4% | -13.9% |
| 5Y | -37.9% | +92.6% | -130.5% | -48.3% |
| All | +107.6% | +226.8% | -119.3% | +54.7% |
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