+33.8%
FFIV vs ACWI
+58.7%
-24.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.4% |
| 7D | -0.5% | +2.4% | -3.0% | -3.2% |
| 30D | -32.4% | -1.7% | -30.7% | -31.1% |
| 3M | -25.7% | -3.9% | -21.8% | -22.2% |
| 6M | -13.5% | +0.8% | -14.3% | -14.2% |
| YTD | +21.1% | +11.0% | +10.1% | +7.6% |
| 1Y | +29.4% | +13.1% | +16.3% | +12.7% |
| 3Y | +94.9% | +73.9% | +21.0% | +3.9% |
| All | +33.8% | +58.7% | -24.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling