-50.0%
TE vs FFIV
+196.4%
-246.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.8% | -5.0% |
| 7D | +15.0% | +3.5% | +11.5% | +12.8% |
| 30D | -7.5% | -1.3% | -6.2% | -7.3% |
| 3M | -42.0% | +2.4% | -44.3% | -42.6% |
| 6M | -31.4% | +41.8% | -73.2% | -42.0% |
| YTD | -26.5% | +58.5% | -85.0% | -41.0% |
| 1Y | +153.1% | +24.3% | +128.7% | +126.2% |
| 3Y | -20.7% | +152.0% | -172.7% | -47.8% |
| 5Y | -45.4% | +99.1% | -144.6% | -62.0% |
| All | -50.0% | +196.4% | -246.4% | -66.0% |
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