+117.8%
FFIV vs CAPR
-65.7%
+183.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.3% | -2.6% |
| 7D | -0.5% | +5.9% | -6.4% | -0.7% |
| 30D | -32.4% | +44.6% | -77.0% | -32.7% |
| 3M | -25.7% | +126.4% | -152.1% | -26.6% |
| 6M | -13.5% | -68.6% | +55.1% | -13.1% |
| YTD | +21.1% | -67.0% | +88.1% | +21.4% |
| 1Y | +29.4% | +65.2% | -35.7% | +23.0% |
| 3Y | +94.9% | +235.6% | -140.7% | +78.9% |
| 5Y | +34.7% | +175.4% | -140.7% | +22.8% |
| All | +117.8% | -65.7% | +183.5% | +95.0% |
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