+5,150.0%
FFIV vs BB
+145.6%
+5,004.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | -5.6% | +4.7% | +0.6% |
| 30D | -5.1% | -11.8% | +6.7% | -2.1% |
| 3M | -4.5% | -25.5% | +21.1% | +1.6% |
| 6M | +36.5% | +121.3% | -84.8% | +7.5% |
| YTD | +53.0% | +103.2% | -50.2% | +23.3% |
| 1Y | +24.2% | +102.6% | -78.4% | -0.9% |
| 3Y | +137.2% | +37.5% | +99.7% | +91.8% |
| 5Y | +91.8% | -30.4% | +122.2% | +75.8% |
| 10Y | +215.2% | 0.0% | +215.2% | +90.6% |
| All | +5,150.0% | +145.6% | +5,004.4% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling