-71.6%
OPEN vs FFIV
+178.0%
-249.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +1.0% | -1.5% | +2.5% | +2.4% |
| 30D | -11.9% | -2.7% | -9.3% | -10.7% |
| 3M | -28.8% | -1.7% | -27.1% | -28.5% |
| 6M | -38.6% | +36.1% | -74.7% | -55.5% |
| YTD | -47.3% | +52.6% | -100.0% | -66.6% |
| 1Y | -49.2% | +21.5% | -70.7% | -59.4% |
| 3Y | -18.8% | +142.7% | -161.5% | -70.4% |
| 5Y | -83.6% | +92.6% | -176.2% | -92.6% |
| All | -71.6% | +178.0% | -249.6% | -88.0% |
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