+599.5%
XYZ vs FFIV
+126.1%
+473.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +12.1% | -8.1% | +20.3% | +18.9% |
| 30D | +12.4% | -33.4% | +45.8% | +45.7% |
| 3M | +8.2% | -24.7% | +32.9% | +26.1% |
| 6M | +20.7% | -8.8% | +29.5% | +18.9% |
| YTD | +31.3% | +21.8% | +9.6% | +0.4% |
| 1Y | +20.5% | +25.3% | -4.8% | -10.3% |
| 3Y | +72.6% | +101.2% | -28.5% | -17.6% |
| 5Y | -64.0% | +40.2% | -104.2% | -76.3% |
| All | +599.5% | +126.1% | +473.4% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling