+498.8%
MAR vs FFIV
+118.6%
+380.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.7% |
| 7D | +1.6% | -0.5% | +2.2% | +1.8% |
| 30D | +13.8% | -32.4% | +46.2% | +30.9% |
| 3M | +20.3% | -25.7% | +46.0% | +32.0% |
| 6M | +21.3% | -13.5% | +34.8% | +23.3% |
| YTD | +37.2% | +21.1% | +16.1% | +17.6% |
| 1Y | +48.4% | +29.4% | +19.0% | +23.0% |
| 3Y | +120.1% | +94.9% | +25.2% | +45.8% |
| 5Y | +182.1% | +34.7% | +147.3% | +117.4% |
| All | +498.8% | +118.6% | +380.2% | +235.9% |
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