+948.1%
FIX vs FFIV
+39.5%
+908.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | -8.1% | -9.3% | -13.9% |
| 30D | -41.6% | -33.4% | -8.2% | -30.6% |
| 3M | -40.6% | -24.7% | -15.8% | -34.0% |
| 6M | -49.4% | -8.8% | -40.5% | -49.1% |
| YTD | +9.2% | +21.8% | -12.6% | -7.5% |
| 1Y | +6.5% | +25.3% | -18.8% | -11.4% |
| 3Y | +448.7% | +101.2% | +347.6% | +262.0% |
| All | +948.1% | +39.5% | +908.6% | +705.3% |
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