-0.5%
BBY vs FFIV
+95.0%
-95.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.7% | +1.6% | -0.9% | -0.1% |
| 30D | +5.8% | -3.7% | +9.5% | +7.0% |
| 3M | +18.0% | +2.0% | +16.0% | +15.7% |
| 6M | +39.8% | +39.3% | +0.6% | +17.0% |
| YTD | +35.4% | +56.1% | -20.7% | +6.4% |
| 1Y | +21.4% | +22.0% | -0.6% | +7.2% |
| 3Y | +39.5% | +148.2% | -108.7% | -15.5% |
| 5Y | -0.5% | +96.3% | -96.8% | -35.1% |
| All | -0.5% | +95.0% | -95.5% | -35.1% |
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