+227.1%
LOW vs FFIV
+238.2%
-11.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -2.6% | +1.6% | -4.2% | -3.2% |
| 30D | -11.1% | -3.7% | -7.4% | -10.2% |
| 3M | -8.5% | +2.0% | -10.5% | -10.1% |
| 6M | -20.8% | +39.3% | -60.1% | -31.8% |
| YTD | -17.2% | +56.1% | -73.3% | -32.5% |
| 1Y | -24.7% | +22.0% | -46.7% | -32.7% |
| 3Y | -9.7% | +148.2% | -157.9% | -42.6% |
| 5Y | +6.0% | +96.3% | -90.3% | -27.2% |
| All | +227.1% | +238.2% | -11.0% | +71.5% |
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