+28.1%
XYZ vs FFIV
+28.6%
-0.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | +12.6% | -4.2% | +16.8% | +13.6% |
| 30D | +10.8% | -33.9% | +44.7% | +20.6% |
| 3M | +8.4% | -22.6% | +31.0% | +12.0% |
| 6M | +14.3% | -10.4% | +24.7% | +10.1% |
| YTD | +31.5% | +24.3% | +7.2% | +9.7% |
| 1Y | +28.1% | +31.8% | -3.7% | +4.2% |
| All | +28.1% | +28.6% | -0.5% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling