+850.8%
FDX vs FFIV
+5,982.7%
-5,131.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.6% | -3.1% |
| 7D | +2.9% | -14.2% | +17.1% | +5.0% |
| 30D | +9.6% | -33.6% | +43.3% | +15.4% |
| 3M | +2.4% | -24.2% | +26.6% | +5.6% |
| 6M | +9.2% | -8.3% | +17.5% | +9.5% |
| YTD | +37.7% | +22.1% | +15.6% | +32.2% |
| 1Y | +56.1% | +26.5% | +29.6% | +49.2% |
| 3Y | +68.9% | +102.3% | -33.4% | +50.6% |
| 5Y | +79.0% | +40.6% | +38.3% | +66.8% |
| 10Y | +163.9% | +129.7% | +34.2% | +129.9% |
| All | +850.8% | +5,982.7% | -5,131.9% | +450.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling