+67.1%
FDX vs FFIV
+91.3%
-24.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -2.5% | -1.0% | -1.6% | -2.3% |
| 30D | +3.8% | -5.1% | +8.9% | +5.3% |
| 3M | -1.3% | -4.5% | +3.1% | -0.5% |
| 6M | +5.0% | +36.5% | -31.4% | -7.4% |
| YTD | +39.6% | +53.0% | -13.3% | +17.1% |
| 1Y | +81.1% | +24.2% | +56.9% | +63.3% |
| 3Y | +63.0% | +137.2% | -74.2% | +10.2% |
| All | +67.1% | +91.3% | -24.2% | +17.1% |
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