-62.3%
XYZ vs FFIV
+41.1%
-103.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | +12.6% | -4.2% | +16.8% | +16.2% |
| 30D | +10.8% | -33.9% | +44.7% | +46.7% |
| 3M | +8.4% | -22.6% | +31.0% | +23.8% |
| 6M | +14.3% | -10.4% | +24.7% | +11.9% |
| YTD | +31.5% | +24.3% | +7.2% | -7.8% |
| 1Y | +28.1% | +31.8% | -3.7% | -15.7% |
| 3Y | +66.2% | +99.5% | -33.3% | -38.6% |
| 5Y | -62.3% | +40.7% | -103.1% | -79.6% |
| All | -62.3% | +41.1% | -103.5% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling