+126.7%
FFIV vs A
+308.8%
-182.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -32.4% | +3.3% | -35.7% | -33.5% |
| 3M | -22.7% | +18.5% | -41.2% | -28.5% |
| 6M | -10.7% | +59.3% | -70.0% | -28.6% |
| YTD | +25.4% | +31.0% | -5.7% | +9.2% |
| 1Y | +34.2% | +19.3% | +14.9% | +21.9% |
| 3Y | +101.2% | +66.8% | +34.4% | +49.3% |
| 5Y | +42.0% | +15.5% | +26.5% | +24.2% |
| 10Y | +126.7% | +312.3% | -185.6% | +13.1% |
| All | +126.7% | +308.8% | -182.1% | +13.1% |
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