+141.9%
FFIV vs BBWI
-42.5%
+184.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.8% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -5.1% | -5.2% | +0.1% | -4.7% |
| 3M | -4.5% | +11.1% | -15.6% | -6.1% |
| 6M | +36.5% | -13.4% | +49.8% | +38.0% |
| YTD | +53.0% | +0.1% | +52.9% | +50.8% |
| 1Y | +24.2% | -36.1% | +60.3% | +31.8% |
| All | +141.9% | -42.5% | +184.3% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling