+23.9%
FITB vs FFIV
+23.1%
+0.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +2.8% | -1.5% | +4.4% | +3.1% |
| 30D | -4.5% | -2.7% | -1.9% | -4.2% |
| 3M | +5.7% | -1.7% | +7.3% | +5.6% |
| 6M | +17.1% | +36.1% | -19.0% | +8.9% |
| YTD | +18.3% | +52.6% | -34.3% | +6.3% |
| 1Y | +23.9% | +21.5% | +2.4% | +23.5% |
| All | +23.9% | +23.1% | +0.8% | +23.5% |
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