+117.8%
FFIV vs BR
+277.7%
-159.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -32.4% | +14.4% | -46.8% | -36.7% |
| 3M | -25.7% | +12.4% | -38.1% | -30.2% |
| 6M | -13.5% | +35.4% | -48.9% | -26.5% |
| YTD | +21.1% | -12.2% | +33.3% | +27.0% |
| 1Y | +29.4% | -12.7% | +42.2% | +36.2% |
| 3Y | +94.9% | +14.3% | +80.6% | +76.8% |
| 5Y | +34.7% | +19.3% | +15.5% | +17.0% |
| All | +117.8% | +277.7% | -159.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling