+101.7%
FICO vs FFIV
+91.3%
+10.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -19.2% | -1.0% | -18.2% | -18.9% |
| 30D | -14.6% | -5.1% | -9.5% | -13.1% |
| 3M | -20.1% | -4.5% | -15.6% | -19.5% |
| 6M | -36.3% | +36.5% | -72.8% | -45.0% |
| YTD | -44.9% | +53.0% | -97.8% | -54.8% |
| 1Y | -38.6% | +24.2% | -62.8% | -45.6% |
| 3Y | +4.0% | +137.2% | -133.2% | -33.0% |
| All | +101.7% | +91.3% | +10.4% | +31.5% |
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