+533.2%
XYZ vs FFIV
+273.6%
+259.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.0% | -1.0% | 0.0% | -0.4% |
| 30D | -1.7% | -5.1% | +3.4% | +1.5% |
| 3M | +16.7% | -4.5% | +21.2% | +19.0% |
| 6M | +26.9% | +36.5% | -9.6% | -2.9% |
| YTD | +27.1% | +53.0% | -25.8% | -11.5% |
| 1Y | +9.3% | +24.2% | -15.0% | -12.0% |
| 3Y | +42.3% | +137.2% | -94.9% | -32.5% |
| 5Y | -69.3% | +91.8% | -161.1% | -82.4% |
| 10Y | +586.8% | +215.2% | +371.6% | +194.0% |
| All | +533.2% | +273.6% | +259.6% | +140.6% |
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 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