+29.4%
FFIV vs BR
-11.4%
+40.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | -32.4% | +14.4% | -46.8% | -32.9% |
| 3M | -25.7% | +12.4% | -38.1% | -26.2% |
| 6M | -13.5% | +35.4% | -48.9% | -16.8% |
| YTD | +21.1% | -12.2% | +33.3% | +37.4% |
| 1Y | +29.4% | -12.7% | +42.2% | +47.5% |
| All | +29.4% | -11.4% | +40.8% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling