+162.8%
FITB vs FFIV
+6,144.1%
-5,981.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -0.6% | -2.9% | +2.4% | -0.1% |
| 30D | +7.0% | -32.4% | +39.5% | +13.7% |
| 3M | -4.8% | -22.7% | +17.9% | -1.3% |
| 6M | +13.5% | -10.7% | +24.2% | +14.6% |
| YTD | +19.1% | +25.4% | -6.3% | +13.0% |
| 1Y | +30.8% | +34.2% | -3.4% | +22.6% |
| 3Y | +141.6% | +101.2% | +40.4% | +110.8% |
| 5Y | +48.3% | +42.0% | +6.3% | +36.4% |
| 10Y | +215.9% | +126.7% | +89.2% | +169.6% |
| All | +162.8% | +6,144.1% | -5,981.3% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling