-3.8%
LVS vs FFIV
+238.2%
-242.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -4.3% | +1.6% | -5.9% | -5.0% |
| 30D | -6.8% | -3.7% | -3.1% | -5.8% |
| 3M | -15.6% | +2.0% | -17.6% | -17.4% |
| 6M | -20.6% | +39.3% | -59.9% | -33.3% |
| YTD | -33.4% | +56.1% | -89.5% | -47.2% |
| 1Y | -20.1% | +22.0% | -42.1% | -29.6% |
| 3Y | -7.4% | +148.2% | -155.6% | -44.1% |
| 5Y | +8.5% | +96.3% | -87.8% | -27.9% |
| All | -3.8% | +238.2% | -242.0% | -50.4% |
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