-37.8%
U vs FFIV
+229.9%
-267.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -4.0% |
| 7D | +4.4% | +3.5% | +0.9% | +1.0% |
| 30D | -1.3% | -1.3% | 0.0% | -1.2% |
| 3M | +49.6% | +2.4% | +47.2% | +43.6% |
| 6M | +100.2% | +41.8% | +58.4% | +36.1% |
| YTD | -3.7% | +58.5% | -62.2% | -41.5% |
| 1Y | -6.5% | +24.3% | -30.9% | -28.5% |
| 3Y | +12.9% | +152.0% | -139.1% | -60.2% |
| 5Y | -68.3% | +99.1% | -167.4% | -85.5% |
| All | -37.8% | +229.9% | -267.6% | -75.5% |
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