+220.4%
W vs FFIV
+130.1%
+90.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -7.4% | -2.9% | -4.4% | -5.0% |
| 30D | +7.8% | -32.4% | +40.2% | +42.7% |
| 3M | +10.9% | -22.7% | +33.6% | +29.0% |
| 6M | +86.4% | -10.7% | +97.1% | +89.8% |
| YTD | +14.0% | +25.4% | -11.4% | -15.7% |
| 1Y | +3.5% | +34.2% | -30.7% | -28.1% |
| 3Y | +164.8% | +101.2% | +63.6% | +21.6% |
| 5Y | -53.1% | +42.0% | -95.1% | -70.0% |
| 10Y | +220.4% | +126.7% | +93.7% | +38.1% |
| All | +220.4% | +130.1% | +90.4% | +38.1% |
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