+86.1%
FICO vs FFIV
+39.3%
+46.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +2.7% |
| 7D | -0.3% | -14.2% | +14.0% | +4.7% |
| 30D | +1.7% | -33.6% | +35.4% | +14.9% |
| 3M | -35.2% | -24.2% | -11.0% | -31.0% |
| 6M | -33.7% | -8.3% | -25.4% | -35.5% |
| YTD | -58.2% | +22.1% | -80.3% | -64.3% |
| 1Y | -56.6% | +26.5% | -83.1% | -63.6% |
| 3Y | -24.0% | +102.3% | -126.3% | -51.5% |
| 5Y | +86.1% | +40.6% | +45.4% | +29.5% |
| All | +86.1% | +39.3% | +46.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling