+225.5%
FFIV vs BB
+3.3%
+222.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -1.5% | +0.5% | -2.1% | -1.6% |
| 30D | -2.7% | -12.4% | +9.7% | -0.7% |
| 3M | -1.7% | -15.3% | +13.6% | +0.2% |
| 6M | +36.1% | +128.8% | -92.7% | +17.7% |
| YTD | +52.6% | +107.7% | -55.0% | +34.1% |
| 1Y | +21.5% | +103.9% | -82.4% | +6.4% |
| 3Y | +142.7% | +72.6% | +70.1% | +108.5% |
| 5Y | +92.6% | -24.3% | +116.8% | +80.0% |
| 10Y | +225.5% | +3.1% | +222.4% | +140.3% |
| All | +225.5% | +3.3% | +222.2% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling