+39.3%
FFIV vs CAPR
+142.6%
-103.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -4.9% | -0.3% |
| 7D | -8.1% | +41.1% | -49.2% | -8.4% |
| 30D | -33.4% | +11.1% | -44.5% | -33.5% |
| 3M | -24.7% | +115.3% | -140.1% | -25.3% |
| 6M | -8.8% | -73.8% | +65.0% | -8.3% |
| YTD | +21.8% | -68.8% | +90.6% | +22.2% |
| 1Y | +25.3% | +43.3% | -18.0% | +20.2% |
| 3Y | +101.2% | +214.7% | -113.5% | +73.4% |
| All | +39.3% | +142.6% | -103.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling