-78.3%
TE vs FFIV
+134.4%
-212.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | -22.0% | -2.9% | -19.0% | -20.5% |
| 30D | -33.6% | -32.4% | -1.2% | -20.9% |
| 3M | -61.1% | -22.7% | -38.4% | -56.9% |
| 6M | -64.7% | -10.7% | -54.0% | -63.2% |
| YTD | -68.1% | +25.4% | -93.5% | -71.9% |
| 1Y | -51.7% | +34.2% | -85.9% | -58.7% |
| 3Y | +42.0% | +101.2% | -59.2% | +2.6% |
| 5Y | -80.8% | +42.0% | -122.8% | -85.2% |
| All | -78.3% | +134.4% | -212.7% | -83.8% |
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