+272.5%
RF vs FFIV
+126.1%
+146.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.9% | -8.1% | +7.2% | +2.9% |
| 30D | +6.0% | -33.4% | +39.4% | +25.4% |
| 3M | -8.9% | -24.7% | +15.9% | +0.8% |
| 6M | +2.3% | -8.8% | +11.2% | +1.7% |
| YTD | +7.6% | +21.8% | -14.2% | -9.5% |
| 1Y | +21.2% | +25.3% | -4.1% | +0.2% |
| 3Y | +108.5% | +101.2% | +7.4% | +28.5% |
| 5Y | +43.2% | +40.2% | +3.0% | +4.6% |
| All | +272.5% | +126.1% | +146.4% | +75.3% |
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