-83.7%
FIG vs FFIV
-3.8%
-79.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -13.1% | -8.1% | -5.0% | -9.7% |
| 30D | -13.0% | -33.4% | +20.4% | +1.7% |
| 3M | -21.5% | -24.7% | +3.2% | -14.7% |
| 6M | -2.5% | -8.8% | +6.4% | -7.6% |
| YTD | -49.7% | +21.8% | -71.4% | -60.2% |
| 1Y | -59.1% | +25.3% | -84.4% | -68.3% |
| All | -83.7% | -3.8% | -79.9% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling