+506.7%
FIX vs FFIV
+103.5%
+403.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +8.4% |
| 7D | -7.2% | -2.1% | -5.1% | -6.0% |
| 30D | -35.1% | -33.8% | -1.3% | -22.9% |
| 3M | -34.3% | -20.6% | -13.7% | -29.4% |
| 6M | -42.9% | -10.2% | -32.7% | -42.6% |
| YTD | +19.5% | +24.5% | -5.0% | -2.4% |
| 1Y | +16.8% | +29.3% | -12.5% | -7.1% |
| 3Y | +506.7% | +103.8% | +402.9% | +249.9% |
| All | +506.7% | +103.5% | +403.3% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling