+1,001.8%
TER vs FFIV
+132.4%
+869.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +11.3% |
| 7D | -5.8% | -2.1% | -3.7% | -3.9% |
| 30D | -38.9% | -33.8% | -5.1% | -21.7% |
| 3M | -35.1% | -20.6% | -14.5% | -26.4% |
| 6M | -31.6% | -10.2% | -21.3% | -28.0% |
| YTD | +27.2% | +24.5% | +2.8% | +4.9% |
| 1Y | +35.2% | +29.3% | +5.9% | +8.4% |
| 3Y | +192.8% | +103.8% | +89.0% | +68.3% |
| 5Y | +72.4% | +40.9% | +31.6% | +24.8% |
| 10Y | +1,001.8% | +126.6% | +875.3% | +453.5% |
| All | +1,001.8% | +132.4% | +869.4% | +453.5% |
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