+7,522.3%
FIX vs FFIV
+5,982.7%
+1,539.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.5% | -6.1% | -10.7% |
| 7D | -27.2% | -14.2% | -13.0% | -25.3% |
| 30D | -46.9% | -33.6% | -13.3% | -43.5% |
| 3M | -44.4% | -24.2% | -20.2% | -42.1% |
| 6M | -50.9% | -8.3% | -42.6% | -50.5% |
| YTD | +3.5% | +22.1% | -18.6% | -0.6% |
| 1Y | -2.1% | +26.5% | -28.6% | -6.6% |
| 3Y | +418.7% | +102.3% | +316.4% | +362.0% |
| 5Y | +894.6% | +40.6% | +853.9% | +832.1% |
| 10Y | +3,465.5% | +129.7% | +3,335.8% | +2,983.0% |
| All | +7,522.3% | +5,982.7% | +1,539.6% | +4,085.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling