+90.9%
FOXA vs FFIV
+92.6%
-1.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.6% | -1.5% | +0.9% | -0.2% |
| 30D | +2.3% | -2.7% | +5.0% | +2.7% |
| 3M | -2.8% | -1.7% | -1.2% | -3.2% |
| 6M | +9.6% | +36.1% | -26.5% | -1.0% |
| YTD | -9.9% | +52.6% | -62.5% | -21.6% |
| 1Y | +5.4% | +21.5% | -16.1% | -2.2% |
| 3Y | +115.3% | +142.7% | -27.4% | +58.8% |
| All | +90.9% | +92.6% | -1.6% | +48.3% |
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 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