+539.5%
FICO vs FFIV
+130.1%
+409.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +4.0% | -2.9% | +6.9% | +5.2% |
| 30D | -1.5% | -32.4% | +30.9% | +14.5% |
| 3M | -29.8% | -22.7% | -7.1% | -24.1% |
| 6M | -33.3% | -10.7% | -22.6% | -33.5% |
| YTD | -56.9% | +25.4% | -82.3% | -64.0% |
| 1Y | -59.5% | +34.2% | -93.6% | -67.4% |
| 3Y | -26.9% | +101.2% | -128.1% | -54.5% |
| 5Y | +92.9% | +42.0% | +51.0% | +39.5% |
| 10Y | +539.5% | +126.7% | +412.8% | +220.9% |
| All | +539.5% | +130.1% | +409.4% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling