+99.1%
FFIV vs BR
+7.6%
+91.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +3.5% | -5.0% | +8.5% | +5.9% |
| 30D | -1.3% | -2.5% | +1.2% | -0.5% |
| 3M | +2.4% | +13.5% | -11.1% | -4.8% |
| 6M | +41.8% | -9.4% | +51.2% | +48.0% |
| YTD | +58.5% | -23.3% | +81.8% | +80.9% |
| 1Y | +24.3% | -31.6% | +55.9% | +51.8% |
| 3Y | +152.0% | -5.1% | +157.1% | +149.9% |
| 5Y | +99.1% | +8.2% | +90.9% | +67.3% |
| All | +99.1% | +7.6% | +91.5% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling