+5,150.0%
FFIV vs BEN
+432.4%
+4,717.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -2.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.2% |
| 30D | -5.1% | -0.5% | -4.5% | -4.9% |
| 3M | -4.5% | +9.7% | -14.2% | -9.2% |
| 6M | +36.5% | +33.9% | +2.6% | +16.0% |
| YTD | +53.0% | +49.0% | +4.0% | +22.8% |
| 1Y | +24.2% | +42.1% | -17.9% | +2.0% |
| 3Y | +137.2% | +51.9% | +85.3% | +80.4% |
| 5Y | +91.8% | +39.0% | +52.7% | +48.5% |
| 10Y | +215.2% | +57.9% | +157.3% | +98.2% |
| All | +5,150.0% | +432.4% | +4,717.7% | +1,119.3% |
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