+101.7%
FFIV vs BG
+5.0%
+96.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -2.9% | +3.4% | -6.3% | -3.1% |
| 30D | -32.4% | -3.8% | -28.6% | -32.3% |
| 3M | -22.7% | -9.6% | -13.1% | -22.4% |
| 6M | -10.7% | -19.5% | +8.8% | -9.5% |
| YTD | +25.4% | +14.6% | +10.7% | +24.0% |
| 1Y | +34.2% | +6.6% | +27.5% | +33.3% |
| All | +101.7% | +5.0% | +96.7% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling