+759.4%
FFIV vs BR
+1,473.8%
-714.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | -33.3% | +13.7% | -47.0% | -37.7% |
| 3M | -24.9% | +13.8% | -38.7% | -30.2% |
| 6M | -10.5% | +29.7% | -40.2% | -23.1% |
| YTD | +24.4% | -12.6% | +37.1% | +29.8% |
| 1Y | +32.3% | -12.4% | +44.7% | +37.7% |
| 3Y | +99.7% | +14.1% | +85.6% | +79.8% |
| 5Y | +38.4% | +18.7% | +19.8% | +20.6% |
| 10Y | +125.0% | +276.2% | -151.2% | +3.9% |
| All | +759.4% | +1,473.8% | -714.4% | +102.2% |
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