+155.7%
FDX vs FFIV
+130.1%
+25.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -2.1% | -2.9% | +0.9% | -0.9% |
| 30D | +10.4% | -32.4% | +42.8% | +26.2% |
| 3M | +0.5% | -22.7% | +23.2% | +8.1% |
| 6M | +6.5% | -10.7% | +17.2% | +7.0% |
| YTD | +40.2% | +25.4% | +14.9% | +20.0% |
| 1Y | +52.1% | +34.2% | +17.9% | +26.1% |
| 3Y | +72.8% | +101.2% | -28.4% | +14.4% |
| 5Y | +76.3% | +42.0% | +34.3% | +33.9% |
| 10Y | +155.7% | +126.7% | +29.0% | +39.4% |
| All | +155.7% | +130.1% | +25.7% | +39.4% |
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