-55.8%
FIG vs FFIV
+25.9%
-81.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.1% |
| 7D | -16.3% | -1.0% | -15.4% | -15.9% |
| 30D | -14.3% | -5.1% | -9.2% | -11.6% |
| 3M | +7.2% | -4.5% | +11.6% | +9.0% |
| 6M | -18.6% | +36.5% | -55.1% | -37.9% |
| YTD | -35.5% | +53.0% | -88.4% | -54.9% |
| 1Y | -55.8% | +24.2% | -80.0% | -62.4% |
| All | -55.8% | +25.9% | -81.7% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling