+82.3%
DT vs FFIV
+116.3%
-33.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -7.5% | -4.2% | -3.3% | -5.4% |
| 30D | -31.5% | -33.9% | +2.4% | -16.4% |
| 3M | -14.0% | -22.6% | +8.6% | -4.0% |
| 6M | +6.9% | -10.4% | +17.2% | +9.7% |
| YTD | +0.3% | +24.3% | -24.0% | -14.7% |
| 1Y | -6.9% | +31.8% | -38.7% | -23.6% |
| 3Y | -13.9% | +99.5% | -113.4% | -47.3% |
| 5Y | -39.9% | +40.7% | -80.7% | -55.7% |
| All | +82.3% | +116.3% | -33.9% | -9.3% |
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