+352.7%
FERG vs FFIV
+239.4%
+113.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.2% | -2.2% |
| 7D | +0.9% | +3.5% | -2.6% | +0.1% |
| 30D | -15.1% | -1.3% | -13.8% | -14.9% |
| 3M | -4.8% | +2.4% | -7.2% | -5.6% |
| 6M | -2.5% | +41.8% | -44.3% | -10.6% |
| YTD | +1.8% | +58.5% | -56.7% | -9.4% |
| 1Y | -0.3% | +24.3% | -24.7% | -6.4% |
| 3Y | +52.9% | +152.0% | -99.1% | +22.0% |
| 5Y | +69.3% | +99.1% | -29.8% | +38.0% |
| 10Y | +352.7% | +242.8% | +109.9% | +267.2% |
| All | +352.7% | +239.4% | +113.3% | +267.2% |
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