+126.6%
FFIV vs CAPR
-64.9%
+191.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +2.1% |
| 7D | -2.1% | +36.0% | -38.1% | -2.4% |
| 30D | -33.8% | +25.8% | -59.6% | -34.0% |
| 3M | -20.6% | +140.8% | -161.4% | -21.6% |
| 6M | -10.2% | -67.6% | +57.3% | -9.9% |
| YTD | +24.5% | -65.9% | +90.4% | +24.8% |
| 1Y | +29.3% | +66.1% | -36.8% | +23.0% |
| 3Y | +103.8% | +256.9% | -153.1% | +86.9% |
| 5Y | +40.9% | +172.1% | -131.2% | +28.5% |
| 10Y | +126.6% | -64.7% | +191.3% | +102.9% |
| All | +126.6% | -64.9% | +191.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling