+9,219.1%
FICO vs FFIV
+7,518.9%
+1,700.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | -1.0% | -18.2% | -19.1% |
| 30D | -14.6% | -5.1% | -9.5% | -14.0% |
| 3M | -20.1% | -4.5% | -15.6% | -19.8% |
| 6M | -36.3% | +36.5% | -72.8% | -39.6% |
| YTD | -44.9% | +53.0% | -97.8% | -48.7% |
| 1Y | -38.6% | +24.2% | -62.8% | -41.2% |
| 3Y | +4.0% | +137.2% | -133.2% | -10.2% |
| 5Y | +99.5% | +91.8% | +7.8% | +77.2% |
| 10Y | +604.7% | +215.2% | +389.5% | +482.4% |
| All | +9,219.1% | +7,518.9% | +1,700.1% | +5,333.2% |
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