+126.6%
FFIV vs A
+328.7%
-202.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.9% |
| 7D | -2.1% | +4.8% | -6.9% | -4.0% |
| 30D | -33.8% | +5.6% | -39.4% | -35.4% |
| 3M | -20.6% | +23.6% | -44.2% | -27.8% |
| 6M | -10.2% | +56.4% | -66.6% | -27.6% |
| YTD | +24.5% | +33.4% | -8.9% | +7.6% |
| 1Y | +29.3% | +23.7% | +5.6% | +15.6% |
| 3Y | +103.8% | +71.0% | +32.8% | +49.7% |
| 5Y | +40.9% | +16.8% | +24.0% | +22.8% |
| 10Y | +126.6% | +323.8% | -197.2% | +13.6% |
| All | +126.6% | +328.7% | -202.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling