+76.5%
FOXA vs FFIV
+35.3%
+41.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +10.0% | -32.4% | +42.4% | +19.3% |
| 3M | +5.0% | -25.7% | +30.7% | +10.8% |
| 6M | +3.4% | -13.5% | +16.9% | +3.9% |
| YTD | -5.5% | +21.1% | -26.6% | -14.7% |
| 1Y | +5.5% | +29.4% | -23.9% | -6.8% |
| 3Y | +139.3% | +94.9% | +44.4% | +81.3% |
| All | +76.5% | +35.3% | +41.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling