+104.4%
COST vs FFIV
+100.0%
+4.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.8% |
| 7D | -2.8% | +3.5% | -6.3% | -3.6% |
| 30D | -5.3% | -1.3% | -4.0% | -5.1% |
| 3M | -6.7% | +2.4% | -9.0% | -7.8% |
| 6M | -9.9% | +41.8% | -51.8% | -19.2% |
| YTD | +5.1% | +58.5% | -53.4% | -9.3% |
| 1Y | -7.3% | +24.3% | -31.6% | -14.1% |
| 3Y | +70.4% | +152.0% | -81.6% | +20.1% |
| 5Y | +104.4% | +99.1% | +5.3% | +53.6% |
| All | +104.4% | +100.0% | +4.4% | +53.6% |
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 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