+956.5%
FFIV vs BR
+1,321.0%
-364.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +1.2% |
| 7D | -1.0% | -5.3% | +4.3% | +1.7% |
| 30D | -5.1% | +6.4% | -11.5% | -8.3% |
| 3M | -4.5% | +13.6% | -18.1% | -11.4% |
| 6M | +36.5% | -6.7% | +43.2% | +39.1% |
| YTD | +53.0% | -21.1% | +74.1% | +69.0% |
| 1Y | +24.2% | -29.6% | +53.8% | +45.6% |
| 3Y | +137.2% | -2.4% | +139.6% | +132.3% |
| 5Y | +91.8% | +11.2% | +80.5% | +73.2% |
| 10Y | +215.2% | +191.8% | +23.4% | +66.3% |
| All | +956.5% | +1,321.0% | -364.5% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling