+126.6%
FFIV vs ACWI
+226.8%
-100.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.4% |
| 7D | -2.1% | +0.3% | -2.4% | -2.4% |
| 30D | -33.8% | -2.8% | -31.0% | -31.8% |
| 3M | -20.6% | -3.2% | -17.5% | -17.9% |
| 6M | -10.2% | +1.3% | -11.5% | -11.3% |
| YTD | +24.5% | +11.2% | +13.3% | +11.7% |
| 1Y | +29.3% | +13.8% | +15.5% | +13.3% |
| 3Y | +103.8% | +76.2% | +27.6% | +15.4% |
| 5Y | +40.9% | +59.5% | -18.6% | -11.7% |
| 10Y | +126.6% | +222.2% | -95.6% | -27.3% |
| All | +126.6% | +226.8% | -100.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling