-10.4%
DOW vs FFIV
+153.3%
-163.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | +2.0% | -2.7% | +4.6% | +2.8% |
| 3M | -12.5% | -1.7% | -10.9% | -13.1% |
| 6M | -9.2% | +36.1% | -45.3% | -23.2% |
| YTD | +30.8% | +52.6% | -21.9% | +3.9% |
| 1Y | +29.4% | +21.5% | +7.9% | +14.1% |
| 3Y | -34.6% | +142.7% | -177.2% | -60.4% |
| 5Y | -35.9% | +92.6% | -128.5% | -58.2% |
| All | -10.4% | +153.3% | -163.8% | -57.8% |
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