+894.6%
FIX vs FFIV
+39.3%
+855.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.5% | -6.1% | -9.0% |
| 7D | -27.2% | -14.2% | -13.0% | -21.6% |
| 30D | -46.9% | -33.6% | -13.3% | -36.8% |
| 3M | -44.4% | -24.2% | -20.2% | -38.5% |
| 6M | -50.9% | -8.3% | -42.6% | -50.8% |
| YTD | +3.5% | +22.1% | -18.6% | -12.4% |
| 1Y | -2.1% | +26.5% | -28.6% | -18.9% |
| 3Y | +418.7% | +102.3% | +316.4% | +241.3% |
| 5Y | +894.6% | +40.6% | +853.9% | +659.5% |
| All | +894.6% | +39.3% | +855.2% | +659.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling