+301.3%
LOW vs FFIV
+130.1%
+171.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +1.0% | -2.9% | +3.9% | +1.9% |
| 30D | +25.6% | -32.4% | +58.0% | +41.3% |
| 3M | +5.3% | -22.7% | +28.0% | +12.2% |
| 6M | +3.7% | -10.7% | +14.4% | +3.5% |
| YTD | -1.9% | +25.4% | -27.2% | -15.9% |
| 1Y | +0.6% | +34.2% | -33.6% | -16.4% |
| 3Y | +26.4% | +101.2% | -74.8% | -16.4% |
| 5Y | +10.1% | +42.0% | -31.8% | -16.7% |
| 10Y | +301.3% | +126.7% | +174.5% | +122.9% |
| All | +301.3% | +130.1% | +171.2% | +122.9% |
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