+0.4%
DOW vs FFIV
+106.5%
-106.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +3.7% | +1.9% | +1.8% | +2.9% |
| 30D | +16.3% | -33.3% | +49.6% | +34.3% |
| 3M | +9.7% | -24.9% | +34.6% | +19.5% |
| 6M | -14.1% | -10.5% | -3.6% | -14.6% |
| YTD | +46.6% | +24.4% | +22.2% | +22.9% |
| 1Y | +56.8% | +32.3% | +24.6% | +27.5% |
| 3Y | -20.4% | +99.7% | -120.1% | -49.3% |
| 5Y | -27.4% | +38.4% | -65.9% | -45.7% |
| All | +0.4% | +106.5% | -106.1% | -50.1% |
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