-80.3%
FIG vs FFIV
+20.6%
-100.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -16.4% | -1.5% | -14.8% | -15.6% |
| 30D | -2.3% | -2.7% | +0.3% | -1.0% |
| 3M | +7.8% | -1.7% | +9.5% | +7.5% |
| 6M | -21.8% | +36.1% | -58.0% | -37.5% |
| YTD | -39.1% | +52.6% | -91.8% | -54.2% |
| 1Y | -56.6% | +21.5% | -78.2% | -61.0% |
| All | -80.3% | +20.6% | -100.9% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling