+285.6%
FITB vs FFIV
+239.4%
+46.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -2.5% |
| 7D | -0.4% | +3.5% | -3.9% | -2.1% |
| 30D | -5.1% | -1.3% | -3.8% | -4.9% |
| 3M | +3.5% | +2.4% | +1.2% | +1.3% |
| 6M | +17.2% | +41.8% | -24.6% | -3.9% |
| YTD | +17.6% | +58.5% | -40.9% | -9.9% |
| 1Y | +23.4% | +24.3% | -1.0% | +6.7% |
| 3Y | +129.7% | +152.0% | -22.3% | +31.0% |
| 5Y | +68.4% | +99.1% | -30.7% | +5.7% |
| 10Y | +285.6% | +242.8% | +42.9% | +62.3% |
| All | +285.6% | +239.4% | +46.2% | +62.3% |
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