+32.3%
FFIV vs BBWI
+1.2%
+31.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.8% |
| 7D | +1.9% | -4.5% | +6.4% | +1.8% |
| 30D | -33.3% | +17.1% | -50.4% | -33.0% |
| 3M | -24.9% | +17.5% | -42.4% | -24.5% |
| 6M | -10.5% | +12.8% | -23.3% | -9.9% |
| YTD | +24.4% | +8.2% | +16.3% | +26.5% |
| 1Y | +32.3% | -1.8% | +34.1% | +34.4% |
| All | +32.3% | +1.2% | +31.0% | +34.4% |
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