+73.5%
XYZ vs FFIV
+103.5%
-30.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.6% |
| 7D | +14.9% | -2.1% | +17.0% | +15.9% |
| 30D | +14.7% | -33.8% | +48.4% | +36.1% |
| 3M | +12.1% | -20.6% | +32.7% | +19.8% |
| 6M | +18.3% | -10.2% | +28.6% | +15.9% |
| YTD | +36.1% | +24.5% | +11.6% | +7.2% |
| 1Y | +35.3% | +29.3% | +6.0% | +3.7% |
| 3Y | +73.5% | +103.8% | -30.3% | +2.6% |
| All | +73.5% | +103.5% | -30.0% | +2.6% |
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