+137.2%
FFIV vs ACWI
+76.1%
+61.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +0.5% | -1.5% | -1.5% |
| 30D | -5.1% | +0.9% | -5.9% | -5.9% |
| 3M | -4.5% | +2.4% | -6.8% | -6.7% |
| 6M | +36.5% | +12.4% | +24.1% | +20.9% |
| YTD | +53.0% | +15.2% | +37.8% | +32.2% |
| 1Y | +24.2% | +22.7% | +1.5% | +0.2% |
| All | +137.2% | +76.1% | +61.1% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling