+127.8%
FFIV vs ACWI
+219.0%
-91.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -8.1% | -2.4% | -5.8% | -5.9% |
| 30D | -33.4% | -5.2% | -28.2% | -29.6% |
| 3M | -24.7% | -4.8% | -19.9% | -20.8% |
| 6M | -8.8% | -1.3% | -7.5% | -7.5% |
| YTD | +21.8% | +8.4% | +13.4% | +12.2% |
| 1Y | +25.3% | +11.0% | +14.3% | +12.5% |
| 3Y | +101.2% | +70.6% | +30.6% | +17.7% |
| 5Y | +40.2% | +55.3% | -15.1% | -9.8% |
| All | +127.8% | +219.0% | -91.2% | -26.6% |
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