+101.7%
FFIV vs FDS
-22.8%
+124.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.5% |
| 7D | -2.9% | -2.1% | -0.8% | -2.6% |
| 30D | -32.4% | +16.0% | -48.4% | -34.2% |
| 3M | -22.7% | +18.8% | -41.5% | -25.3% |
| 6M | -10.7% | +54.1% | -64.8% | -19.8% |
| YTD | +25.4% | +17.0% | +8.4% | +21.3% |
| 1Y | +34.2% | +25.5% | +8.6% | +26.5% |
| All | +101.7% | -22.8% | +124.5% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling