-86.9%
OPEN vs FFIV
+126.7%
-213.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -1.2% |
| 7D | -21.7% | -2.1% | -19.6% | -20.1% |
| 30D | -36.5% | -33.8% | -2.7% | -12.6% |
| 3M | -59.5% | -20.6% | -38.9% | -54.0% |
| 6M | -71.9% | -10.2% | -61.6% | -71.7% |
| YTD | -75.8% | +24.5% | -100.3% | -82.8% |
| 1Y | -78.5% | +29.3% | -107.8% | -85.3% |
| 3Y | -30.2% | +103.8% | -134.0% | -72.5% |
| 5Y | -93.3% | +40.9% | -134.2% | -96.5% |
| All | -86.9% | +126.7% | -213.7% | -93.8% |
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