+92.9%
FFIV vs FDS
-17.4%
+110.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | -1.0% | -1.9% | +0.9% | -0.4% |
| 30D | -5.1% | +9.0% | -14.1% | -7.8% |
| 3M | -4.5% | +18.9% | -23.3% | -10.5% |
| 6M | +36.5% | +35.1% | +1.3% | +20.8% |
| YTD | +53.0% | +5.5% | +47.5% | +48.7% |
| 1Y | +24.2% | -16.8% | +41.0% | +33.2% |
| 3Y | +137.2% | -28.1% | +165.3% | +166.5% |
| All | +92.9% | -17.4% | +110.3% | +118.5% |
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