+78.2%
O vs FFIV
+132.4%
-54.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | +3.3% | -2.1% | +5.4% | +3.7% |
| 30D | +10.3% | -33.8% | +44.1% | +19.0% |
| 3M | -3.5% | -20.6% | +17.1% | -0.1% |
| 6M | -1.3% | -10.2% | +9.0% | -1.2% |
| YTD | +10.3% | +24.5% | -14.2% | +1.3% |
| 1Y | +10.4% | +29.3% | -18.9% | +0.3% |
| 3Y | +40.0% | +103.8% | -63.8% | +7.5% |
| 5Y | +12.4% | +40.9% | -28.5% | -5.2% |
| 10Y | +78.2% | +126.6% | -48.4% | +14.0% |
| All | +78.2% | +132.4% | -54.2% | +14.0% |
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