+153.4%
FDX vs FFIV
+126.0%
+27.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.5% | -4.2% | +4.6% | +2.1% |
| 30D | +9.5% | -33.9% | +43.4% | +26.3% |
| 3M | -1.3% | -22.6% | +21.3% | +6.1% |
| 6M | +5.5% | -10.4% | +15.9% | +5.9% |
| YTD | +38.9% | +24.3% | +14.6% | +19.2% |
| 1Y | +58.8% | +31.8% | +27.0% | +32.6% |
| 3Y | +71.1% | +99.5% | -28.4% | +13.6% |
| 5Y | +76.3% | +40.7% | +35.6% | +34.4% |
| 10Y | +153.4% | +126.9% | +26.5% | +38.5% |
| All | +153.4% | +126.0% | +27.4% | +38.5% |
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