-24.8%
U vs FFIV
+159.0%
-183.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.0% |
| 7D | +32.3% | -2.1% | +34.4% | +33.5% |
| 30D | +9.7% | -33.8% | +43.5% | +50.2% |
| 3M | +19.6% | -20.6% | +40.2% | +36.7% |
| 6M | +82.6% | -10.2% | +92.9% | +82.6% |
| YTD | +16.4% | +24.5% | -8.0% | -17.4% |
| 1Y | +28.5% | +29.3% | -0.8% | -12.7% |
| 3Y | +103.8% | +103.8% | 0.0% | -18.6% |
| 5Y | -70.0% | +40.9% | -110.9% | -83.5% |
| All | -24.8% | +159.0% | -183.8% | -65.4% |
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