+242.8%
FFIV vs BEN
+53.7%
+189.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | +3.5% | +3.4% | +0.1% | +2.1% |
| 30D | -1.3% | +1.8% | -3.1% | -2.1% |
| 3M | +2.4% | +8.4% | -6.0% | -0.9% |
| 6M | +41.8% | +35.6% | +6.2% | +25.8% |
| YTD | +58.5% | +46.4% | +12.2% | +36.5% |
| 1Y | +24.3% | +46.3% | -22.0% | +7.0% |
| 3Y | +152.0% | +54.6% | +97.4% | +106.9% |
| 5Y | +99.1% | +39.4% | +59.7% | +66.7% |
| 10Y | +242.8% | +57.6% | +185.2% | +172.3% |
| All | +242.8% | +53.7% | +189.1% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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