+57.0%
OMC vs FFIV
+126.0%
-69.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.8% | -4.2% | +11.0% | +8.2% |
| 30D | +16.2% | -33.9% | +50.0% | +30.6% |
| 3M | +6.0% | -22.6% | +28.6% | +12.6% |
| 6M | +17.7% | -10.4% | +28.1% | +18.1% |
| YTD | +13.5% | +24.3% | -10.8% | +0.7% |
| 1Y | +27.2% | +31.8% | -4.6% | +10.4% |
| 3Y | +30.4% | +99.5% | -69.1% | -5.4% |
| 5Y | +53.5% | +40.7% | +12.8% | +23.1% |
| 10Y | +57.0% | +126.9% | -69.9% | -6.3% |
| All | +57.0% | +126.0% | -69.0% | -6.3% |
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