+1,744.2%
TER vs FFIV
+224.0%
+1,520.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +11.0% | -1.5% | +12.5% | +12.0% |
| 30D | -1.9% | -2.7% | +0.8% | -0.5% |
| 3M | -0.7% | -1.7% | +1.0% | +0.2% |
| 6M | +36.4% | +36.1% | +0.2% | +9.3% |
| YTD | +92.4% | +52.6% | +39.8% | +42.0% |
| 1Y | +213.5% | +21.5% | +192.0% | +165.8% |
| 3Y | +277.2% | +142.7% | +134.6% | +98.4% |
| 5Y | +219.1% | +92.6% | +126.6% | +93.4% |
| 10Y | +1,744.2% | +225.5% | +1,518.8% | +692.2% |
| All | +1,744.2% | +224.0% | +1,520.2% | +692.2% |
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