+4,500.1%
FFIV vs BG
+937.2%
+3,563.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | -33.3% | -7.0% | -26.3% | -32.1% |
| 3M | -24.9% | -10.0% | -14.9% | -23.3% |
| 6M | -10.5% | -19.8% | +9.3% | -6.2% |
| YTD | +24.4% | +14.3% | +10.2% | +18.7% |
| 1Y | +32.3% | +6.5% | +25.8% | +28.4% |
| 3Y | +99.7% | +4.4% | +95.4% | +90.6% |
| 5Y | +38.4% | +20.2% | +18.2% | +24.0% |
| 10Y | +125.0% | +108.5% | +16.5% | +63.6% |
| All | +4,500.1% | +937.2% | +3,563.0% | +2,983.9% |
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