+231.7%
RF vs FFIV
+130.1%
+101.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.3% | -2.9% | +1.6% | 0.0% |
| 30D | +4.6% | -32.4% | +37.1% | +23.0% |
| 3M | -8.4% | -22.7% | +14.3% | +0.1% |
| 6M | +8.9% | -10.7% | +19.5% | +9.6% |
| YTD | +8.8% | +25.4% | -16.6% | -9.7% |
| 1Y | +18.9% | +34.2% | -15.3% | -4.9% |
| 3Y | +116.0% | +101.2% | +14.8% | +33.6% |
| 5Y | +46.0% | +42.0% | +4.1% | +6.4% |
| 10Y | +231.7% | +126.7% | +105.0% | +58.5% |
| All | +231.7% | +130.1% | +101.7% | +58.5% |
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