+298.8%
FFIV vs A
+546.2%
-247.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -8.1% | -0.1% | -8.1% | -8.0% |
| 30D | -33.4% | +3.4% | -36.7% | -34.6% |
| 3M | -24.7% | +23.8% | -48.6% | -32.8% |
| 6M | -8.8% | +49.0% | -57.8% | -27.3% |
| YTD | +21.8% | +29.4% | -7.6% | +3.7% |
| 1Y | +25.3% | +19.4% | +5.9% | +11.0% |
| 3Y | +101.2% | +66.2% | +35.0% | +45.1% |
| 5Y | +40.2% | +15.8% | +24.4% | +19.1% |
| 10Y | +129.0% | +326.1% | -197.1% | -4.4% |
| All | +298.8% | +546.2% | -247.4% | +2.2% |
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