+4,172.3%
FFIV vs BEN
+455.4%
+3,716.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | -1.1% |
| 7D | -2.1% | +12.2% | -14.3% | -8.0% |
| 30D | -33.8% | +12.1% | -45.9% | -37.9% |
| 3M | -20.6% | +7.3% | -27.9% | -24.0% |
| 6M | -10.2% | +17.9% | -28.1% | -18.4% |
| YTD | +24.5% | +55.4% | -31.0% | -2.8% |
| 1Y | +29.3% | +69.3% | -40.0% | -3.5% |
| 3Y | +103.8% | +82.8% | +21.0% | +40.1% |
| 5Y | +40.9% | +28.8% | +12.1% | +14.0% |
| 10Y | +126.6% | +53.9% | +72.7% | +45.8% |
| All | +4,172.3% | +455.4% | +3,716.8% | +865.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling