+39.3%
FFIV vs ACWI
+54.8%
-15.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -8.1% | -2.4% | -5.8% | -5.7% |
| 30D | -33.4% | -5.2% | -28.2% | -29.3% |
| 3M | -24.7% | -4.8% | -19.9% | -20.5% |
| 6M | -8.8% | -1.3% | -7.5% | -7.4% |
| YTD | +21.8% | +8.4% | +13.4% | +11.2% |
| 1Y | +25.3% | +11.0% | +14.3% | +11.2% |
| 3Y | +101.2% | +70.6% | +30.6% | +9.6% |
| All | +39.3% | +54.8% | -15.5% | -12.9% |
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