+539.2%
MAR vs FFIV
+130.1%
+409.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | +1.0% | -2.9% | +4.0% | +2.2% |
| 30D | +16.2% | -32.4% | +48.6% | +33.8% |
| 3M | +23.1% | -22.7% | +45.8% | +32.9% |
| 6M | +22.0% | -10.7% | +32.6% | +22.4% |
| YTD | +39.2% | +25.4% | +13.8% | +17.6% |
| 1Y | +48.3% | +34.2% | +14.1% | +21.1% |
| 3Y | +123.4% | +101.2% | +22.2% | +46.1% |
| 5Y | +185.4% | +42.0% | +143.4% | +115.0% |
| 10Y | +539.2% | +126.7% | +412.5% | +252.3% |
| All | +539.2% | +130.1% | +409.1% | +252.3% |
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