+494.2%
FIX vs FFIV
+95.4%
+398.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.1% |
| 7D | +9.4% | -0.5% | +10.0% | +9.8% |
| 30D | -27.8% | -32.4% | +4.6% | -15.3% |
| 3M | -35.6% | -25.7% | -9.9% | -28.3% |
| 6M | -45.2% | -13.5% | -31.7% | -43.9% |
| YTD | +19.5% | +21.1% | -1.6% | -1.1% |
| 1Y | +24.2% | +29.4% | -5.2% | -1.7% |
| 3Y | +494.2% | +94.9% | +399.3% | +250.8% |
| All | +494.2% | +95.4% | +398.8% | +250.8% |
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