+621.5%
XYZ vs FFIV
+130.1%
+491.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -2.2% | -2.9% | +0.8% | 0.0% |
| 30D | +11.6% | -32.4% | +44.0% | +43.4% |
| 3M | +8.4% | -22.7% | +31.1% | +24.1% |
| 6M | +17.2% | -10.7% | +27.8% | +17.6% |
| YTD | +31.7% | +25.4% | +6.3% | -1.4% |
| 1Y | +30.1% | +34.2% | -4.1% | -8.3% |
| 3Y | +66.4% | +101.2% | -34.8% | -20.2% |
| 5Y | -62.2% | +42.0% | -104.1% | -75.3% |
| 10Y | +621.5% | +126.7% | +494.8% | +237.3% |
| All | +621.5% | +130.1% | +491.5% | +237.3% |
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