+119.3%
DG vs FFIV
+132.4%
-13.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | +7.4% | -33.8% | +41.2% | +14.0% |
| 3M | +8.5% | -20.6% | +29.1% | +11.4% |
| 6M | +21.9% | -10.2% | +32.1% | +21.8% |
| YTD | +4.9% | +24.5% | -19.6% | -1.8% |
| 1Y | +40.4% | +29.3% | +11.1% | +30.4% |
| 3Y | +23.5% | +103.8% | -80.3% | +0.3% |
| 5Y | -32.3% | +40.9% | -73.2% | -41.0% |
| 10Y | +119.3% | +126.6% | -7.3% | +62.3% |
| All | +119.3% | +132.4% | -13.1% | +62.3% |
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