+123.8%
FFIV vs ACWI
+225.4%
-101.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.2% |
| 7D | +1.9% | +2.7% | -0.8% | -0.8% |
| 30D | -33.3% | -2.6% | -30.7% | -31.5% |
| 3M | -24.9% | -3.2% | -21.7% | -22.3% |
| 6M | -10.5% | +1.9% | -12.4% | -12.1% |
| YTD | +24.4% | +11.3% | +13.1% | +11.5% |
| 1Y | +32.3% | +11.7% | +20.6% | +18.2% |
| 3Y | +99.7% | +74.4% | +25.3% | +14.2% |
| 5Y | +38.4% | +59.5% | -21.0% | -13.3% |
| All | +123.8% | +225.4% | -101.6% | -31.1% |
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