+346.5%
RF vs FFIV
+214.3%
+132.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | -3.6% | -5.1% | +1.5% | -1.5% |
| 3M | +8.1% | -4.5% | +12.5% | +9.4% |
| 6M | +11.5% | +36.5% | -25.0% | -6.9% |
| YTD | +15.6% | +53.0% | -37.4% | -9.7% |
| 1Y | +15.7% | +24.2% | -8.5% | 0.0% |
| 3Y | +86.9% | +137.2% | -50.3% | +11.3% |
| 5Y | +89.8% | +91.8% | -2.0% | +22.1% |
| All | +346.5% | +214.3% | +132.2% | +100.7% |
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