+33.8%
FFIV vs FDS
-23.2%
+57.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -32.4% | +14.8% | -47.2% | -35.3% |
| 3M | -25.7% | +16.3% | -42.0% | -29.5% |
| 6M | -13.5% | +66.2% | -79.7% | -28.9% |
| YTD | +21.1% | +16.2% | +4.9% | +13.7% |
| 1Y | +29.4% | +21.8% | +7.6% | +18.5% |
| 3Y | +94.9% | -23.9% | +118.8% | +117.6% |
| All | +33.8% | -23.2% | +57.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling