+420.4%
FIX vs FFIV
+102.8%
+317.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.5% | -6.1% | -9.0% |
| 7D | -27.2% | -14.2% | -13.0% | -21.7% |
| 30D | -46.9% | -33.6% | -13.3% | -37.2% |
| 3M | -44.4% | -24.2% | -20.2% | -38.9% |
| 6M | -50.9% | -8.3% | -42.6% | -51.3% |
| YTD | +3.5% | +22.1% | -18.6% | -14.7% |
| 1Y | -2.1% | +26.5% | -28.6% | -21.3% |
| All | +420.4% | +102.8% | +317.6% | +201.4% |
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 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