+101.7%
FFIV vs BR
+15.2%
+86.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -2.9% | +1.9% | -4.8% | -3.5% |
| 30D | -32.4% | +15.9% | -48.3% | -35.5% |
| 3M | -22.7% | +13.7% | -36.4% | -26.0% |
| 6M | -10.7% | +31.0% | -41.7% | -19.5% |
| YTD | +25.4% | -12.0% | +37.3% | +36.7% |
| 1Y | +34.2% | -11.5% | +45.7% | +45.7% |
| All | +101.7% | +15.2% | +86.6% | +83.3% |
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