+65.5%
FDX vs FFIV
+102.2%
-36.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -1.6% | -8.1% | +6.5% | -0.2% |
| 30D | +6.6% | -33.4% | +40.0% | +14.1% |
| 3M | -2.1% | -24.7% | +22.7% | +1.9% |
| 6M | +2.2% | -8.8% | +11.0% | +0.7% |
| YTD | +33.9% | +21.8% | +12.2% | +20.3% |
| 1Y | +50.2% | +25.3% | +24.9% | +33.5% |
| 3Y | +65.5% | +101.2% | -35.6% | +18.8% |
| All | +65.5% | +102.2% | -36.7% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling