+691.7%
AVGO vs FFIV
+91.3%
+600.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -3.0% | -1.0% | -2.0% | -2.5% |
| 30D | -14.4% | -5.1% | -9.4% | -12.0% |
| 3M | -14.4% | -4.5% | -10.0% | -12.4% |
| 6M | +13.1% | +36.5% | -23.3% | -7.7% |
| YTD | +3.8% | +53.0% | -49.2% | -22.2% |
| 1Y | +17.8% | +24.2% | -6.4% | -0.4% |
| 3Y | +325.3% | +137.2% | +188.0% | +135.3% |
| All | +691.7% | +91.3% | +600.4% | +380.3% |
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