+4,079.4%
FFIV vs BB
+178.8%
+3,900.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.4% |
| 7D | -8.1% | +3.8% | -11.9% | -9.1% |
| 30D | -33.4% | -0.3% | -33.0% | -33.5% |
| 3M | -24.7% | -0.5% | -24.3% | -25.3% |
| 6M | -8.8% | +45.9% | -54.8% | -19.8% |
| YTD | +21.8% | +130.6% | -108.8% | -5.7% |
| 1Y | +25.3% | +89.2% | -63.9% | +1.7% |
| 3Y | +101.2% | +137.5% | -36.3% | +41.6% |
| 5Y | +40.2% | -20.9% | +61.1% | +24.5% |
| 10Y | +129.0% | +25.4% | +103.6% | +29.4% |
| All | +4,079.4% | +178.8% | +3,900.6% | +234.5% |
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