+1,449.6%
NET vs FFIV
+176.9%
+1,272.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.6% |
| 7D | -7.0% | -1.0% | -6.0% | -6.2% |
| 30D | -4.8% | -5.1% | +0.3% | -1.0% |
| 3M | +3.8% | -4.5% | +8.3% | +7.0% |
| 6M | +50.0% | +36.5% | +13.6% | +18.0% |
| YTD | +41.5% | +53.0% | -11.5% | +0.9% |
| 1Y | +32.8% | +24.2% | +8.6% | +9.2% |
| 3Y | +335.9% | +137.2% | +198.7% | +113.2% |
| 5Y | +113.8% | +91.8% | +22.1% | +22.5% |
| All | +1,449.6% | +176.9% | +1,272.6% | +703.7% |
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