-26.3%
U vs FFIV
+158.7%
-185.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +24.4% | -4.2% | +28.5% | +27.8% |
| 30D | +7.4% | -33.9% | +41.3% | +47.2% |
| 3M | +16.8% | -22.6% | +39.4% | +36.8% |
| 6M | +78.8% | -10.4% | +89.1% | +78.9% |
| YTD | +14.0% | +24.3% | -10.3% | -19.0% |
| 1Y | +16.7% | +31.8% | -15.1% | -22.1% |
| 3Y | +86.4% | +99.5% | -13.1% | -23.8% |
| 5Y | -71.5% | +40.7% | -112.2% | -84.3% |
| All | -26.3% | +158.7% | -185.0% | -66.1% |
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