+225.5%
FFIV vs A
+237.5%
-12.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.9% |
| 7D | -1.5% | -2.1% | +0.5% | -0.7% |
| 30D | -2.7% | +0.6% | -3.3% | -3.0% |
| 3M | -1.7% | +10.9% | -12.5% | -6.6% |
| 6M | +36.1% | +28.2% | +8.0% | +19.5% |
| YTD | +52.6% | +8.6% | +44.1% | +44.6% |
| 1Y | +21.5% | +15.5% | +6.0% | +11.3% |
| 3Y | +142.7% | +31.8% | +110.9% | +100.4% |
| 5Y | +92.6% | -14.9% | +107.4% | +94.1% |
| 10Y | +225.5% | +237.8% | -12.3% | +77.8% |
| All | +225.5% | +237.5% | -12.0% | +77.8% |
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