+156.2%
FITB vs FFIV
+5,965.2%
-5,809.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.5% | -8.1% | +6.6% | -0.2% |
| 30D | +5.8% | -33.4% | +39.2% | +12.7% |
| 3M | -6.1% | -24.7% | +18.6% | -2.2% |
| 6M | +5.9% | -8.8% | +14.8% | +6.5% |
| YTD | +16.1% | +21.8% | -5.7% | +10.7% |
| 1Y | +28.8% | +25.3% | +3.5% | +22.2% |
| 3Y | +126.0% | +101.2% | +24.9% | +97.2% |
| 5Y | +45.3% | +40.2% | +5.1% | +33.9% |
| 10Y | +255.4% | +129.0% | +126.4% | +203.1% |
| All | +156.2% | +5,965.2% | -5,809.0% | +36.6% |
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