+401.0%
FFIV vs A
+457.0%
-56.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -1.0% | -1.9% | +1.0% | 0.0% |
| 30D | -5.1% | +6.9% | -12.0% | -8.4% |
| 3M | -4.5% | +9.2% | -13.7% | -9.3% |
| 6M | +36.5% | +25.7% | +10.8% | +18.6% |
| YTD | +53.0% | +11.5% | +41.4% | +41.0% |
| 1Y | +24.2% | +18.4% | +5.9% | +10.5% |
| 3Y | +137.2% | +26.6% | +110.6% | +96.6% |
| 5Y | +91.8% | -12.8% | +104.6% | +88.5% |
| 10Y | +215.2% | +247.2% | -32.0% | +46.2% |
| All | +401.0% | +457.0% | -56.0% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling