+810.7%
MOD vs FFIV
+124.6%
+686.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +16.1% | +1.9% | +14.2% | +14.9% |
| 30D | -38.5% | -33.3% | -5.2% | -22.9% |
| 3M | -46.8% | -24.9% | -21.9% | -38.6% |
| 6M | -61.6% | -10.5% | -51.1% | -60.6% |
| YTD | -20.5% | +24.4% | -45.0% | -36.4% |
| 1Y | -28.0% | +32.3% | -60.3% | -44.8% |
| 3Y | +134.9% | +99.7% | +35.2% | +40.0% |
| 5Y | +833.2% | +38.4% | +794.7% | +582.0% |
| All | +810.7% | +124.6% | +686.1% | +333.6% |
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