+40.9%
XYZ vs FFIV
+136.9%
-96.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.0% | -1.0% | 0.0% | -0.5% |
| 30D | -1.7% | -5.1% | +3.4% | +0.8% |
| 3M | +16.7% | -4.5% | +21.2% | +18.5% |
| 6M | +26.9% | +36.5% | -9.6% | +1.8% |
| YTD | +27.1% | +53.0% | -25.8% | -5.8% |
| 1Y | +9.3% | +24.2% | -15.0% | -7.8% |
| All | +40.9% | +136.9% | -96.0% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling