+151.7%
EXC vs FFIV
+216.0%
-64.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | +0.3% | -1.0% | +1.2% | +0.4% |
| 30D | -3.7% | -5.1% | +1.3% | -3.0% |
| 3M | -1.3% | -4.5% | +3.2% | -1.0% |
| 6M | -9.7% | +36.5% | -46.2% | -15.2% |
| YTD | +2.9% | +53.0% | -50.1% | -5.9% |
| 1Y | +4.4% | +24.2% | -19.8% | -0.9% |
| 3Y | +22.2% | +137.2% | -115.0% | -2.1% |
| 5Y | +46.7% | +91.8% | -45.1% | +21.2% |
| All | +151.7% | +216.0% | -64.3% | +71.1% |
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