+98.3%
FOXA vs FFIV
+108.3%
-10.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.6% |
| 30D | +8.6% | -32.4% | +41.0% | +19.7% |
| 3M | +9.9% | -22.7% | +32.6% | +16.0% |
| 6M | +0.8% | -10.7% | +11.5% | +1.1% |
| YTD | -6.1% | +25.4% | -31.5% | -16.2% |
| 1Y | +3.3% | +34.2% | -30.9% | -9.9% |
| 3Y | +133.5% | +101.2% | +32.3% | +73.5% |
| 5Y | +75.8% | +42.0% | +33.9% | +43.6% |
| All | +98.3% | +108.3% | -10.0% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling