-26.6%
U vs FFIV
+158.9%
-185.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | +2.8% | +1.9% | +0.9% | +1.2% |
| 30D | +7.6% | -33.3% | +40.9% | +46.4% |
| 3M | +12.7% | -24.9% | +37.6% | +35.7% |
| 6M | +87.0% | -10.5% | +97.5% | +87.6% |
| YTD | +13.6% | +24.4% | -10.8% | -19.4% |
| 1Y | +25.3% | +32.3% | -7.0% | -16.7% |
| 3Y | +85.8% | +99.7% | -13.9% | -24.2% |
| 5Y | -74.5% | +38.4% | -112.9% | -85.9% |
| All | -26.6% | +158.9% | -185.5% | -66.2% |
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