+32.0%
FFIV vs A
+23.5%
+8.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.9% |
| 7D | -2.1% | +4.8% | -6.9% | -2.6% |
| 30D | -33.8% | +5.6% | -39.4% | -34.2% |
| 3M | -20.6% | +23.6% | -44.2% | -22.4% |
| 6M | -10.2% | +56.4% | -66.6% | -14.9% |
| YTD | +24.5% | +33.4% | -8.9% | +26.4% |
| All | +32.0% | +23.5% | +8.4% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling