+499.7%
FICO vs FFIV
+126.1%
+373.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -8.1% | +7.2% | +2.5% |
| 30D | +3.3% | -33.4% | +36.7% | +20.5% |
| 3M | -31.7% | -24.7% | -7.0% | -25.4% |
| 6M | -34.0% | -8.8% | -25.1% | -35.0% |
| YTD | -58.3% | +21.8% | -80.1% | -64.8% |
| 1Y | -57.9% | +25.3% | -83.2% | -65.0% |
| 3Y | -24.1% | +101.2% | -125.2% | -52.9% |
| 5Y | +85.3% | +40.2% | +45.1% | +34.5% |
| All | +499.7% | +126.1% | +373.6% | +201.6% |
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