+39.3%
FFIV vs A
+15.4%
+23.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -8.1% | -0.1% | -8.1% | -8.1% |
| 30D | -33.4% | +3.4% | -36.7% | -34.3% |
| 3M | -24.7% | +23.8% | -48.6% | -30.8% |
| 6M | -8.8% | +49.0% | -57.8% | -23.0% |
| YTD | +21.8% | +29.4% | -7.6% | +9.0% |
| 1Y | +25.3% | +19.4% | +5.9% | +16.0% |
| 3Y | +101.2% | +66.2% | +35.0% | +52.5% |
| All | +39.3% | +15.4% | +23.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling