-1.3%
AGG vs FFIV
+35.3%
-36.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | -0.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +0.6% | -32.4% | +33.0% | +1.4% |
| 3M | -1.6% | -25.7% | +24.1% | -1.1% |
| 6M | -1.6% | -13.5% | +11.9% | -1.5% |
| YTD | -1.5% | +21.1% | -22.6% | -2.3% |
| 1Y | -1.1% | +29.4% | -30.5% | -2.0% |
| 3Y | +13.6% | +94.9% | -81.3% | +10.0% |
| All | -1.3% | +35.3% | -36.6% | -3.8% |
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