+652.6%
P vs FFIV
+126.0%
+526.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -13.3% | -4.2% | -9.1% | -10.0% |
| 30D | -34.0% | -33.9% | -0.1% | -12.4% |
| 3M | +4.1% | -22.6% | +26.7% | +22.4% |
| 6M | +30.5% | -10.4% | +40.8% | +38.4% |
| YTD | +52.2% | +24.3% | +27.9% | +25.8% |
| 1Y | +10.3% | +31.8% | -21.5% | -13.2% |
| 3Y | +180.9% | +99.5% | +81.4% | +59.6% |
| 5Y | +259.7% | +40.7% | +219.0% | +160.4% |
| 10Y | +652.6% | +126.9% | +525.7% | +257.4% |
| All | +652.6% | +126.0% | +526.6% | +257.4% |
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