-23.8%
FICO vs FFIV
+102.8%
-126.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +2.1% |
| 7D | -0.3% | -14.2% | +14.0% | +3.2% |
| 30D | +1.7% | -33.6% | +35.4% | +10.9% |
| 3M | -35.2% | -24.2% | -11.0% | -32.6% |
| 6M | -33.7% | -8.3% | -25.4% | -36.2% |
| YTD | -58.2% | +22.1% | -80.3% | -63.9% |
| 1Y | -56.6% | +26.5% | -83.1% | -63.0% |
| All | -23.8% | +102.8% | -126.5% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling