-54.4%
FPS vs FFIV
-8.6%
-45.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.3% | +7.1% |
| 7D | -24.5% | -8.1% | -16.4% | -21.5% |
| 30D | -52.1% | -33.4% | -18.7% | -45.5% |
| 3M | -48.4% | -24.7% | -23.6% | -45.9% |
| 6M | -54.4% | -8.8% | -45.5% | -51.5% |
| All | -54.4% | -8.6% | -45.8% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling