-11.3%
LVS vs FFIV
+130.1%
-141.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -1.3% | -2.9% | +1.7% | -0.2% |
| 30D | +12.2% | -32.4% | +44.6% | +29.5% |
| 3M | -11.3% | -22.7% | +11.4% | -4.3% |
| 6M | -21.6% | -10.7% | -10.9% | -21.7% |
| YTD | -36.6% | +25.4% | -62.0% | -46.6% |
| 1Y | -38.4% | +34.2% | -72.6% | -49.9% |
| 3Y | -10.2% | +101.2% | -111.4% | -43.1% |
| 5Y | +9.4% | +42.0% | -32.5% | -18.7% |
| 10Y | -11.3% | +126.7% | -138.0% | -50.9% |
| All | -11.3% | +130.1% | -141.4% | -50.9% |
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