+26.8%
PL vs FFIV
+48.7%
-21.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.6% |
| 7D | -6.8% | -8.1% | +1.3% | -0.7% |
| 30D | -29.3% | -33.4% | +4.1% | -7.5% |
| 3M | -44.8% | -24.7% | -20.0% | -34.7% |
| 6M | -68.4% | -8.8% | -59.5% | -67.3% |
| YTD | -36.4% | +21.8% | -58.1% | -47.8% |
| 1Y | +0.7% | +25.3% | -24.6% | -19.0% |
| 3Y | +455.3% | +101.2% | +354.2% | +243.4% |
| 5Y | +22.7% | +40.2% | -17.5% | -13.7% |
| All | +26.8% | +48.7% | -21.9% | -10.9% |
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