+96.3%
FFIV vs BG
+88.4%
+8.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +1.6% | +3.7% | -2.1% | +1.1% |
| 30D | -3.7% | +12.3% | -16.1% | -5.4% |
| 3M | +2.0% | -2.2% | +4.2% | +2.1% |
| 6M | +39.3% | +5.3% | +33.9% | +37.9% |
| YTD | +56.1% | +42.4% | +13.7% | +48.0% |
| 1Y | +22.0% | +55.2% | -33.2% | +13.8% |
| 3Y | +148.2% | +21.0% | +127.2% | +139.8% |
| 5Y | +96.3% | +87.1% | +9.2% | +47.3% |
| All | +96.3% | +88.4% | +8.0% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling