+126.9%
FFIV vs ACWI
+220.7%
-93.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.0% |
| 30D | -33.9% | -3.3% | -30.6% | -31.5% |
| 3M | -22.6% | -3.4% | -19.2% | -19.7% |
| 6M | -10.4% | +0.8% | -11.2% | -11.0% |
| YTD | +24.3% | +10.7% | +13.6% | +12.1% |
| 1Y | +31.8% | +11.6% | +20.2% | +17.8% |
| 3Y | +99.5% | +73.4% | +26.1% | +14.8% |
| 5Y | +40.7% | +60.2% | -19.4% | -12.1% |
| 10Y | +126.9% | +221.6% | -94.7% | -27.0% |
| All | +126.9% | +220.7% | -93.8% | -27.0% |
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