+137.2%
FFIV vs A
+26.9%
+110.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.0% | -1.9% | +1.0% | -0.5% |
| 30D | -5.1% | +6.9% | -12.0% | -6.7% |
| 3M | -4.5% | +9.2% | -13.7% | -6.8% |
| 6M | +36.5% | +25.7% | +10.8% | +27.2% |
| YTD | +53.0% | +11.5% | +41.4% | +48.4% |
| 1Y | +24.2% | +18.4% | +5.9% | +17.8% |
| All | +137.2% | +26.9% | +110.4% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling