+108.6%
FOXA vs FFIV
+151.3%
-42.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.8% |
| 7D | -5.4% | +3.5% | -8.9% | -6.0% |
| 30D | +1.1% | -1.3% | +2.4% | +1.2% |
| 3M | -6.1% | +2.4% | -8.5% | -7.2% |
| 6M | +8.2% | +41.8% | -33.6% | -1.6% |
| YTD | -11.8% | +58.5% | -70.3% | -22.4% |
| 1Y | +9.9% | +24.3% | -14.4% | +3.1% |
| All | +108.6% | +151.3% | -42.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling