+543.0%
XYZ vs FFIV
+198.3%
+344.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -0.3% |
| 7D | +9.2% | -14.2% | +23.4% | +20.9% |
| 30D | +9.8% | -33.6% | +43.4% | +41.3% |
| 3M | -0.2% | -24.2% | +24.0% | +15.1% |
| 6M | +18.0% | -8.3% | +26.2% | +16.1% |
| YTD | +29.1% | +22.1% | +7.0% | +0.3% |
| 1Y | +14.1% | +26.5% | -12.4% | -14.0% |
| 3Y | +72.6% | +102.3% | -29.7% | -13.3% |
| 5Y | -64.6% | +40.6% | -105.2% | -76.0% |
| 10Y | +590.0% | +129.7% | +460.3% | +241.2% |
| All | +543.0% | +198.3% | +344.7% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling