+376.8%
V vs FFIV
+224.0%
+152.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -1.1% | -1.5% | +0.5% | -0.6% |
| 30D | +1.9% | -2.7% | +4.5% | +2.5% |
| 3M | +15.5% | -1.7% | +17.2% | +15.3% |
| 6M | +16.6% | +36.1% | -19.5% | +3.2% |
| YTD | +5.7% | +52.6% | -46.9% | -10.6% |
| 1Y | +8.6% | +21.5% | -13.0% | -1.0% |
| 3Y | +52.5% | +142.7% | -90.2% | +5.0% |
| 5Y | +67.1% | +92.6% | -25.4% | +21.6% |
| 10Y | +376.8% | +225.5% | +151.3% | +169.6% |
| All | +376.8% | +224.0% | +152.8% | +169.6% |
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