+126.9%
FFIV vs BB
+28.9%
+98.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -4.2% | +11.6% | -15.8% | -6.0% |
| 30D | -33.9% | +2.6% | -36.5% | -34.2% |
| 3M | -22.6% | +3.5% | -26.1% | -23.4% |
| 6M | -10.4% | +43.5% | -53.9% | -16.6% |
| YTD | +24.3% | +141.2% | -116.9% | +6.2% |
| 1Y | +31.8% | +97.4% | -65.6% | +15.8% |
| 3Y | +99.5% | +151.1% | -51.6% | +61.8% |
| 5Y | +40.7% | -12.8% | +53.5% | +28.6% |
| 10Y | +126.9% | +27.5% | +99.4% | +61.0% |
| All | +126.9% | +28.9% | +98.0% | +61.0% |
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