+21.5%
FFIV vs FDS
-20.8%
+42.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.3% |
| 7D | -1.5% | -5.4% | +3.8% | -1.0% |
| 30D | -2.7% | +1.6% | -4.2% | -2.9% |
| 3M | -1.7% | +17.7% | -19.4% | -4.2% |
| 6M | +36.1% | +29.1% | +7.1% | +29.8% |
| YTD | +52.6% | +1.0% | +51.7% | +50.3% |
| 1Y | +21.5% | -21.6% | +43.1% | +17.7% |
| All | +21.5% | -20.8% | +42.3% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling