+3,653.2%
FIX vs FFIV
+126.1%
+3,527.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | -8.1% | -9.3% | -14.0% |
| 30D | -41.6% | -33.4% | -8.2% | -31.0% |
| 3M | -40.6% | -24.7% | -15.8% | -34.0% |
| 6M | -49.4% | -8.8% | -40.5% | -48.7% |
| YTD | +9.2% | +21.8% | -12.6% | -5.0% |
| 1Y | +6.5% | +25.3% | -18.8% | -8.8% |
| 3Y | +448.7% | +101.2% | +347.6% | +280.1% |
| 5Y | +948.7% | +40.2% | +908.5% | +732.0% |
| All | +3,653.2% | +126.1% | +3,527.1% | +2,060.7% |
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