+33.2%
FFIV vs BEN
+66.2%
-33.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -2.9% | +7.2% | -10.1% | -5.4% |
| 30D | -32.4% | +14.1% | -46.5% | -35.7% |
| 3M | -22.7% | +9.9% | -32.6% | -25.5% |
| 6M | -10.7% | +17.4% | -28.1% | -16.5% |
| YTD | +25.4% | +57.3% | -31.9% | -0.4% |
| All | +33.2% | +66.2% | -33.0% | +2.2% |
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