+5,554.9%
FFIV vs BG
+1,131.5%
+4,423.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -1.0% | +2.8% | -3.8% | -1.7% |
| 30D | -5.1% | +12.0% | -17.1% | -7.9% |
| 3M | -4.5% | -7.7% | +3.2% | -2.9% |
| 6M | +36.5% | +4.5% | +32.0% | +34.0% |
| YTD | +53.0% | +35.7% | +17.3% | +40.2% |
| 1Y | +24.2% | +50.1% | -25.9% | +10.2% |
| 3Y | +137.2% | +12.6% | +124.6% | +122.9% |
| 5Y | +91.8% | +75.4% | +16.3% | +55.9% |
| 10Y | +215.2% | +150.5% | +64.7% | +118.8% |
| All | +5,554.9% | +1,131.5% | +4,423.4% | +3,542.5% |
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