+1,085.3%
FIX vs FFIV
+41.7%
+1,043.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.6% |
| 7D | +6.4% | -2.9% | +9.4% | +8.3% |
| 30D | -29.1% | -32.4% | +3.3% | -16.3% |
| 3M | -31.1% | -22.7% | -8.4% | -24.4% |
| 6M | -42.8% | -10.7% | -32.1% | -41.8% |
| YTD | +24.6% | +25.4% | -0.7% | +4.2% |
| 1Y | +21.9% | +34.2% | -12.2% | -2.0% |
| 3Y | +524.9% | +101.2% | +423.7% | +312.5% |
| All | +1,085.3% | +41.7% | +1,043.6% | +814.0% |
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