+239.8%
RF vs FFIV
+126.0%
+113.8%
-60.7%
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 | +0.3% | -4.2% | +4.5% | +2.3% |
| 30D | +6.2% | -33.9% | +40.0% | +26.1% |
| 3M | -7.8% | -22.6% | +14.8% | +0.6% |
| 6M | +5.9% | -10.4% | +16.3% | +6.4% |
| YTD | +9.0% | +24.3% | -15.3% | -9.1% |
| 1Y | +19.3% | +31.8% | -12.5% | -3.8% |
| 3Y | +116.4% | +99.5% | +16.9% | +34.4% |
| 5Y | +46.0% | +40.7% | +5.3% | +6.9% |
| 10Y | +239.8% | +126.9% | +112.9% | +62.1% |
| All | +239.8% | +126.0% | +113.8% | +62.1% |
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