+65.3%
T vs FFIV
+224.0%
-158.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | +7.6% | -2.7% | +10.3% | +7.9% |
| 3M | +15.3% | -1.7% | +17.0% | +15.2% |
| 6M | -8.5% | +36.1% | -44.6% | -13.8% |
| YTD | +6.8% | +52.6% | -45.9% | -1.9% |
| 1Y | -7.2% | +21.5% | -28.8% | -11.5% |
| 3Y | +108.2% | +142.7% | -34.4% | +68.0% |
| 5Y | +66.1% | +92.6% | -26.5% | +38.5% |
| 10Y | +65.3% | +225.5% | -160.2% | +15.4% |
| All | +65.3% | +224.0% | -158.7% | +15.4% |
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