+117.8%
FFIV vs BG
+111.0%
+6.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.0% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | -32.4% | -6.7% | -25.7% | -31.5% |
| 3M | -25.7% | -9.3% | -16.4% | -24.5% |
| 6M | -13.5% | -18.3% | +4.8% | -10.4% |
| YTD | +21.1% | +16.2% | +4.9% | +16.0% |
| 1Y | +29.4% | +7.6% | +21.8% | +25.9% |
| 3Y | +94.9% | +6.6% | +88.3% | +86.9% |
| 5Y | +34.7% | +22.2% | +12.5% | +21.6% |
| All | +117.8% | +111.0% | +6.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling