+1,532.1%
FFIV vs ACWI
+330.1%
+1,202.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.6% | -1.8% |
| 7D | -14.2% | -4.0% | -10.2% | -10.6% |
| 30D | -33.6% | -5.8% | -27.8% | -29.6% |
| 3M | -24.2% | -5.0% | -19.2% | -20.3% |
| 6M | -8.3% | +0.7% | -9.0% | -8.8% |
| YTD | +22.1% | +8.4% | +13.7% | +12.9% |
| 1Y | +26.5% | +10.1% | +16.4% | +15.1% |
| 3Y | +102.3% | +70.8% | +31.6% | +21.4% |
| 5Y | +40.6% | +55.4% | -14.7% | -6.9% |
| 10Y | +129.7% | +223.3% | -93.6% | -23.5% |
| All | +1,532.1% | +330.1% | +1,202.0% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling