-2.0%
AGG vs FFIV
+100.0%
-101.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.3% |
| 7D | -0.2% | +3.5% | -3.6% | -0.2% |
| 30D | -0.2% | -1.3% | +1.1% | -0.2% |
| 3M | -0.7% | +2.4% | -3.1% | -0.8% |
| 6M | -1.8% | +41.8% | -43.6% | -2.6% |
| YTD | -0.6% | +58.5% | -59.1% | -1.7% |
| 1Y | +0.4% | +24.3% | -24.0% | -0.2% |
| 3Y | +13.2% | +152.0% | -138.9% | +9.3% |
| 5Y | -2.0% | +99.1% | -101.1% | -5.0% |
| All | -2.0% | +100.0% | -101.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling