+94.9%
FFIV vs BEN
+86.4%
+8.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -0.5% | +6.8% | -7.3% | -2.9% |
| 30D | -32.4% | +18.0% | -50.4% | -36.4% |
| 3M | -25.7% | +7.5% | -33.2% | -27.8% |
| 6M | -13.5% | +14.7% | -28.2% | -18.1% |
| YTD | +21.1% | +56.1% | -35.0% | +2.0% |
| 1Y | +29.4% | +69.6% | -40.2% | +5.9% |
| 3Y | +94.9% | +87.7% | +7.2% | +50.5% |
| All | +94.9% | +86.4% | +8.5% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling