+906.4%
MOD vs FFIV
+126.1%
+780.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -25.5% | -8.1% | -17.4% | -21.4% |
| 30D | -49.0% | -33.4% | -15.6% | -36.1% |
| 3M | -49.8% | -24.7% | -25.1% | -42.3% |
| 6M | -64.8% | -8.8% | -55.9% | -64.3% |
| YTD | -27.6% | +21.8% | -49.4% | -41.4% |
| 1Y | -35.2% | +25.3% | -60.5% | -48.6% |
| 3Y | +137.1% | +101.2% | +36.0% | +40.3% |
| 5Y | +760.3% | +40.2% | +720.1% | +521.6% |
| All | +906.4% | +126.1% | +780.3% | +362.7% |
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