+5,892.0%
FIX vs FFIV
+214.3%
+5,677.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.4% |
| 30D | -7.2% | -5.1% | -2.2% | -5.2% |
| 3M | -15.9% | -4.5% | -11.4% | -14.2% |
| 6M | +12.7% | +36.5% | -23.7% | -3.5% |
| YTD | +72.8% | +53.0% | +19.8% | +39.2% |
| 1Y | +122.9% | +24.2% | +98.7% | +96.6% |
| 3Y | +774.3% | +137.2% | +637.1% | +478.5% |
| 5Y | +2,049.5% | +91.8% | +1,957.7% | +1,421.5% |
| All | +5,892.0% | +214.3% | +5,677.7% | +3,275.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling