-80.5%
TE vs FFIV
+126.5%
-207.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -1.7% |
| 7D | -19.1% | -0.5% | -18.5% | -18.8% |
| 30D | -34.1% | -32.4% | -1.7% | -21.7% |
| 3M | -60.1% | -25.7% | -34.4% | -54.9% |
| 6M | -66.0% | -13.5% | -52.5% | -63.9% |
| YTD | -71.4% | +21.1% | -92.5% | -74.3% |
| 1Y | -45.3% | +29.4% | -74.7% | -52.3% |
| 3Y | +9.1% | +94.9% | -85.8% | -19.8% |
| 5Y | -82.6% | +34.7% | -117.3% | -86.3% |
| All | -80.5% | +126.5% | -207.0% | -85.2% |
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