+81.0%
F vs FFIV
+132.4%
-51.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.2% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | +2.9% | -33.8% | +36.7% | +17.9% |
| 3M | -9.5% | -20.6% | +11.1% | -4.2% |
| 6M | +4.0% | -10.2% | +14.3% | +3.9% |
| YTD | -1.3% | +24.5% | -25.7% | -15.6% |
| 1Y | -1.9% | +29.3% | -31.2% | -17.7% |
| 3Y | +53.5% | +103.8% | -50.3% | -1.0% |
| 5Y | -15.1% | +40.9% | -56.0% | -36.5% |
| 10Y | +81.0% | +126.6% | -45.6% | +3.4% |
| All | +81.0% | +132.4% | -51.4% | +3.4% |
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