+72.1%
F vs FFIV
+126.3%
-54.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | +3.3% | -32.4% | +35.7% | +17.5% |
| 3M | -11.3% | -22.7% | +11.4% | -5.0% |
| 6M | +5.3% | -10.7% | +16.0% | +5.4% |
| YTD | -2.2% | +25.4% | -27.6% | -16.7% |
| 1Y | -3.5% | +34.2% | -37.7% | -20.4% |
| 3Y | +49.5% | +101.2% | -51.7% | -2.9% |
| 5Y | -13.5% | +42.0% | -55.5% | -35.4% |
| All | +72.1% | +126.3% | -54.2% | -2.2% |
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