+624.5%
P vs FFIV
+126.3%
+498.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +3.8% |
| 7D | -4.7% | -2.9% | -1.8% | -2.0% |
| 30D | -31.4% | -32.4% | +1.0% | -10.4% |
| 3M | -2.6% | -22.7% | +20.1% | +14.6% |
| 6M | +21.9% | -10.7% | +32.6% | +29.6% |
| YTD | +58.9% | +25.4% | +33.6% | +30.6% |
| 1Y | +21.7% | +34.2% | -12.4% | -5.4% |
| 3Y | +193.3% | +101.2% | +92.1% | +65.8% |
| 5Y | +275.1% | +42.0% | +233.2% | +170.0% |
| All | +624.5% | +126.3% | +498.2% | +251.4% |
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