+4,377.0%
FFIV vs BG
+954.5%
+3,422.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.1% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | -32.4% | -6.7% | -25.7% | -31.3% |
| 3M | -25.7% | -9.3% | -16.4% | -24.3% |
| 6M | -13.5% | -18.3% | +4.8% | -9.8% |
| YTD | +21.1% | +16.2% | +4.9% | +15.1% |
| 1Y | +29.4% | +7.6% | +21.8% | +25.3% |
| 3Y | +94.9% | +6.6% | +88.3% | +85.0% |
| 5Y | +34.7% | +22.2% | +12.5% | +20.2% |
| 10Y | +119.0% | +112.0% | +7.0% | +58.6% |
| All | +4,377.0% | +954.5% | +3,422.5% | +2,888.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling