+126.6%
FFIV vs FDS
+135.1%
-8.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -2.1% | -5.0% | +2.9% | -0.6% |
| 30D | -33.8% | +13.8% | -47.5% | -36.9% |
| 3M | -20.6% | +14.8% | -35.4% | -25.2% |
| 6M | -10.2% | +47.4% | -57.6% | -24.4% |
| YTD | +24.5% | +14.2% | +10.3% | +14.7% |
| 1Y | +29.3% | +26.6% | +2.7% | +13.6% |
| 3Y | +103.8% | -24.4% | +128.2% | +118.6% |
| 5Y | +40.9% | -22.6% | +63.5% | +48.0% |
| 10Y | +126.6% | +130.0% | -3.4% | +48.7% |
| All | +126.6% | +135.1% | -8.5% | +48.7% |
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