+225.5%
FFIV vs FDS
+77.6%
+147.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.2% |
| 7D | -1.5% | -5.4% | +3.8% | +0.3% |
| 30D | -2.7% | +1.6% | -4.2% | -3.5% |
| 3M | -1.7% | +17.7% | -19.4% | -8.6% |
| 6M | +36.1% | +29.1% | +7.1% | +20.8% |
| YTD | +52.6% | +1.0% | +51.7% | +48.0% |
| 1Y | +21.5% | -21.6% | +43.1% | +29.7% |
| 3Y | +142.7% | -30.1% | +172.8% | +168.1% |
| 5Y | +92.6% | -20.7% | +113.3% | +100.4% |
| 10Y | +225.5% | +78.3% | +147.2% | +131.6% |
| All | +225.5% | +77.6% | +147.9% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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