+14.4%
FIX vs FFIV
+33.5%
-19.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.4% | -14.6% | -15.0% |
| 7D | -18.9% | -9.8% | -9.1% | -17.0% |
| 30D | -36.3% | -28.1% | -8.2% | -32.2% |
| 3M | -38.5% | -20.0% | -18.5% | -36.9% |
| 6M | -42.3% | -0.1% | -42.2% | -43.0% |
| YTD | +17.1% | +29.2% | -12.1% | +5.1% |
| 1Y | +14.4% | +36.6% | -22.2% | +1.2% |
| All | +14.4% | +33.5% | -19.1% | +1.2% |
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