+584.9%
XYZ vs FFIV
+118.6%
+466.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +4.8% |
| 7D | -1.1% | -0.5% | -0.5% | -0.7% |
| 30D | +11.5% | -32.4% | +43.9% | +43.0% |
| 3M | +1.8% | -25.7% | +27.5% | +20.0% |
| 6M | +21.2% | -13.5% | +34.7% | +24.4% |
| YTD | +29.9% | +21.1% | +8.8% | -0.3% |
| 1Y | +35.8% | +29.4% | +6.3% | -1.8% |
| 3Y | +62.6% | +94.9% | -32.3% | -20.3% |
| 5Y | -62.8% | +34.7% | -97.5% | -74.9% |
| All | +584.9% | +118.6% | +466.3% | +228.5% |
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 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