+6,971.3%
FICO vs FFIV
+5,982.7%
+988.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.8% |
| 7D | -0.3% | -14.2% | +14.0% | +2.0% |
| 30D | +1.7% | -33.6% | +35.4% | +7.7% |
| 3M | -35.2% | -24.2% | -11.0% | -33.0% |
| 6M | -33.7% | -8.3% | -25.4% | -33.6% |
| YTD | -58.2% | +22.1% | -80.3% | -60.0% |
| 1Y | -56.6% | +26.5% | -83.1% | -58.7% |
| 3Y | -24.0% | +102.3% | -126.3% | -33.2% |
| 5Y | +86.1% | +40.6% | +45.4% | +72.0% |
| 10Y | +522.8% | +129.7% | +393.1% | +435.2% |
| All | +6,971.3% | +5,982.7% | +988.6% | +4,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling