+45.2%
PL vs FFIV
+52.0%
-6.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.2% | +12.3% | +12.9% |
| 7D | +10.9% | -2.1% | +13.0% | +13.1% |
| 30D | -16.4% | -33.8% | +17.4% | +10.3% |
| 3M | -39.9% | -20.6% | -19.3% | -31.6% |
| 6M | -63.2% | -10.2% | -52.9% | -61.4% |
| YTD | -27.1% | +24.5% | -51.6% | -41.1% |
| 1Y | +12.2% | +29.3% | -17.1% | -11.7% |
| 3Y | +584.3% | +103.8% | +480.5% | +319.4% |
| 5Y | +37.0% | +40.9% | -3.9% | -5.0% |
| All | +45.2% | +52.0% | -6.8% | +0.6% |
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