+142.7%
FFIV vs BR
-4.7%
+147.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | +0.6% |
| 7D | -1.5% | -5.9% | +4.4% | +0.4% |
| 30D | -2.7% | +1.9% | -4.5% | -3.5% |
| 3M | -1.7% | +14.7% | -16.3% | -7.1% |
| 6M | +36.1% | -12.8% | +48.9% | +44.5% |
| YTD | +52.6% | -23.0% | +75.7% | +72.9% |
| 1Y | +21.5% | -31.7% | +53.2% | +46.5% |
| 3Y | +142.7% | -4.8% | +147.5% | +148.7% |
| All | +142.7% | -4.7% | +147.4% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling