+126.6%
FFIV vs BBWI
-41.3%
+167.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.4% | +1.9% |
| 7D | -2.1% | -6.2% | +4.1% | -1.1% |
| 30D | -33.8% | +25.5% | -59.3% | -36.2% |
| 3M | -20.6% | +8.0% | -28.6% | -22.1% |
| 6M | -10.2% | +12.7% | -22.9% | -13.2% |
| YTD | +24.5% | +11.6% | +12.8% | +19.3% |
| 1Y | +29.3% | -0.9% | +30.2% | +25.3% |
| 3Y | +103.8% | -22.7% | +126.5% | +99.7% |
| 5Y | +40.9% | -67.2% | +108.0% | +54.2% |
| 10Y | +126.6% | -43.7% | +170.3% | +98.5% |
| All | +126.6% | -41.3% | +167.9% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling