+437.4%
MAR vs FFIV
+226.8%
+210.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | -6.9% | -2.7% | -4.3% | -6.2% |
| 3M | -15.8% | -1.7% | -14.2% | -16.0% |
| 6M | +1.9% | +36.1% | -34.2% | -12.9% |
| YTD | +6.6% | +52.6% | -46.0% | -14.4% |
| 1Y | +23.7% | +21.5% | +2.2% | +9.6% |
| 3Y | +64.6% | +142.7% | -78.1% | +3.2% |
| 5Y | +156.4% | +92.6% | +63.8% | +74.0% |
| All | +437.4% | +226.8% | +210.6% | +180.2% |
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