+36.6%
FFIV vs BBWI
+2.4%
+34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | -9.8% | +8.8% | -18.6% | -9.7% |
| 30D | -28.1% | +34.8% | -62.9% | -27.6% |
| 3M | -20.0% | +12.9% | -32.9% | -19.7% |
| 6M | -0.1% | +29.6% | -29.6% | +0.7% |
| YTD | +29.2% | +20.8% | +8.4% | +31.3% |
| 1Y | +36.6% | +4.1% | +32.5% | +38.8% |
| All | +36.6% | +2.4% | +34.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling