+161.1%
FITB vs FFIV
+7,502.3%
-7,341.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 6M | +17.1% | +36.1% | -19.0% | +10.5% |
| YTD | +18.3% | +52.6% | -34.3% | +9.3% |
| 1Y | +23.9% | +21.5% | +2.4% | +18.8% |
| 3Y | +131.1% | +142.7% | -11.6% | +96.6% |
| 5Y | +71.1% | +92.6% | -21.5% | +50.5% |
| 10Y | +283.9% | +225.5% | +58.4% | +211.7% |
| All | +161.1% | +7,502.3% | -7,341.2% | +35.0% |
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