+39.3%
FFIV vs BEN
+19.4%
+19.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -2.4% |
| 7D | -8.1% | +6.6% | -14.7% | -10.8% |
| 30D | -33.4% | +3.8% | -37.2% | -34.7% |
| 3M | -24.7% | +0.2% | -25.0% | -25.1% |
| 6M | -8.8% | +10.4% | -19.3% | -13.5% |
| YTD | +21.8% | +46.2% | -24.4% | +0.9% |
| 1Y | +25.3% | +52.3% | -27.0% | +1.8% |
| 3Y | +101.2% | +65.9% | +35.2% | +50.4% |
| All | +39.3% | +19.4% | +19.9% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling