-50.9%
FIX vs FFIV
-5.7%
-45.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.5% | -6.1% | -10.0% |
| 7D | -27.2% | -14.2% | -13.0% | -24.4% |
| 30D | -46.9% | -33.6% | -13.3% | -42.2% |
| 3M | -44.4% | -24.2% | -20.2% | -43.2% |
| 6M | -50.9% | -8.3% | -42.6% | -48.6% |
| All | -50.9% | -5.7% | -45.2% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling