+101.2%
FFIV vs BEN
+63.5%
+37.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -2.0% |
| 7D | -8.1% | +6.6% | -14.7% | -10.2% |
| 30D | -33.4% | +3.8% | -37.2% | -34.4% |
| 3M | -24.7% | +0.2% | -25.0% | -25.0% |
| 6M | -8.8% | +10.4% | -19.3% | -12.5% |
| YTD | +21.8% | +46.2% | -24.4% | +5.2% |
| 1Y | +25.3% | +52.3% | -27.0% | +6.6% |
| 3Y | +101.2% | +65.9% | +35.2% | +62.5% |
| All | +101.2% | +63.5% | +37.6% | +62.5% |
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