+15.0%
FOXA vs FFIV
+22.0%
-7.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | -3.7% | +1.6% | -5.4% | -3.8% |
| 30D | +5.4% | -3.7% | +9.1% | +5.5% |
| 3M | -3.7% | +2.0% | -5.7% | -4.4% |
| 6M | +12.6% | +39.3% | -26.7% | +7.3% |
| YTD | -10.0% | +56.1% | -66.1% | -15.5% |
| 1Y | +15.0% | +22.0% | -6.9% | +12.0% |
| All | +15.0% | +22.0% | -7.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling