-15.3%
FPS vs FFIV
+15.9%
-31.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.9% | +13.5% | +14.0% |
| 7D | +9.5% | -2.9% | +12.4% | +11.4% |
| 30D | -33.8% | -32.4% | -1.3% | -25.5% |
| 3M | -34.9% | -22.7% | -12.2% | -31.4% |
| 6M | -42.9% | -10.7% | -32.2% | -41.6% |
| All | -15.3% | +15.9% | -31.2% | -22.0% |
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