+32.0%
FFIV vs BEN
+70.3%
-38.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | -0.1% |
| 7D | -2.1% | +12.2% | -14.3% | -6.2% |
| 30D | -33.8% | +12.1% | -45.9% | -36.6% |
| 3M | -20.6% | +7.3% | -27.9% | -22.7% |
| 6M | -10.2% | +17.9% | -28.1% | -16.2% |
| YTD | +24.5% | +55.4% | -31.0% | -0.2% |
| All | +32.0% | +70.3% | -38.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling