+115.6%
DT vs FFIV
+171.6%
-56.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.5% |
| 7D | -2.5% | +1.6% | -4.2% | -3.5% |
| 30D | +3.5% | -3.7% | +7.3% | +5.5% |
| 3M | +26.7% | +2.0% | +24.7% | +24.7% |
| 6M | +36.1% | +39.3% | -3.1% | +12.6% |
| YTD | +18.6% | +56.1% | -37.5% | -8.4% |
| 1Y | +7.9% | +22.0% | -14.1% | -5.5% |
| 3Y | +8.6% | +148.2% | -139.6% | -39.4% |
| 5Y | -26.7% | +96.3% | -123.0% | -53.9% |
| All | +115.6% | +171.6% | -56.0% | -2.5% |
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