+72.6%
FERG vs FFIV
+92.2%
-19.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +3.4% | -1.5% | +4.9% | +3.9% |
| 30D | -11.5% | -2.7% | -8.9% | -10.9% |
| 3M | +1.3% | -1.7% | +2.9% | +1.3% |
| 6M | -1.0% | +36.1% | -37.1% | -12.6% |
| YTD | +3.2% | +52.6% | -49.4% | -13.4% |
| 1Y | -3.0% | +21.5% | -24.5% | -11.3% |
| 3Y | +55.0% | +142.7% | -87.6% | +3.9% |
| 5Y | +72.6% | +92.6% | -19.9% | +21.1% |
| All | +72.6% | +92.2% | -19.5% | +21.1% |
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