+886.3%
MOD vs FFIV
+126.0%
+760.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -17.8% | -4.2% | -13.7% | -15.4% |
| 30D | -43.2% | -33.9% | -9.4% | -28.4% |
| 3M | -46.0% | -22.6% | -23.4% | -38.9% |
| 6M | -62.2% | -10.4% | -51.9% | -61.3% |
| YTD | -22.8% | +24.3% | -47.1% | -38.2% |
| 1Y | -35.5% | +31.8% | -67.3% | -50.4% |
| 3Y | +128.2% | +99.5% | +28.7% | +35.9% |
| 5Y | +791.6% | +40.7% | +750.9% | +543.9% |
| 10Y | +886.3% | +126.9% | +759.4% | +361.2% |
| All | +886.3% | +126.0% | +760.3% | +361.2% |
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