+4,079.4%
FFIV vs FDS
+2,812.0%
+1,267.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +1.4% |
| 7D | -8.1% | -0.5% | -7.6% | -8.2% |
| 30D | -33.4% | +20.2% | -53.6% | -39.5% |
| 3M | -24.7% | +19.9% | -44.6% | -32.4% |
| 6M | -8.8% | +56.2% | -65.0% | -30.0% |
| YTD | +21.8% | +14.6% | +7.2% | +6.8% |
| 1Y | +25.3% | +31.6% | -6.3% | +2.0% |
| 3Y | +101.2% | -23.8% | +125.0% | +110.1% |
| 5Y | +40.2% | -22.6% | +62.8% | +43.5% |
| 10Y | +129.0% | +139.3% | -10.3% | +23.0% |
| All | +4,079.4% | +2,812.0% | +1,267.4% | +612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling