+707.9%
P vs FFIV
+132.4%
+575.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +4.7% |
| 7D | -9.6% | -2.1% | -7.5% | -7.6% |
| 30D | -33.4% | -33.8% | +0.3% | -11.7% |
| 3M | +14.2% | -20.6% | +34.8% | +31.9% |
| 6M | +31.6% | -10.2% | +41.8% | +39.4% |
| YTD | +53.5% | +24.5% | +29.0% | +26.7% |
| 1Y | +14.2% | +29.3% | -15.1% | -8.9% |
| 3Y | +190.5% | +103.8% | +86.7% | +62.5% |
| 5Y | +256.3% | +40.9% | +215.5% | +157.8% |
| 10Y | +707.9% | +126.6% | +581.3% | +288.1% |
| All | +707.9% | +132.4% | +575.4% | +288.1% |
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