+34.2%
FFIV vs ACWI
+13.1%
+21.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | -0.2% |
| 7D | -2.9% | -0.7% | -2.3% | -2.3% |
| 30D | -32.4% | -2.0% | -30.4% | -31.1% |
| 3M | -22.7% | -2.2% | -20.6% | -21.1% |
| 6M | -10.7% | +1.9% | -12.6% | -11.5% |
| YTD | +25.4% | +12.0% | +13.4% | +15.6% |
| 1Y | +34.2% | +12.5% | +21.6% | +23.4% |
| All | +34.2% | +13.1% | +21.1% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling