+122.9%
FIX vs FFIV
+25.9%
+97.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | -1.0% | +7.0% | +6.3% |
| 30D | -7.2% | -5.1% | -2.2% | -6.0% |
| 3M | -15.9% | -4.5% | -11.4% | -14.7% |
| 6M | +12.7% | +36.5% | -23.7% | +5.9% |
| YTD | +72.8% | +53.0% | +19.8% | +57.8% |
| 1Y | +122.9% | +24.2% | +98.7% | +105.0% |
| All | +122.9% | +25.9% | +97.0% | +105.0% |
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 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