+959.3%
FFIV vs CAPR
-99.1%
+1,058.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.9% |
| 30D | -5.1% | +139.2% | -144.3% | -5.9% |
| 3M | -4.5% | -66.4% | +61.9% | -4.1% |
| 6M | +36.5% | -63.1% | +99.6% | +36.8% |
| YTD | +53.0% | -67.4% | +120.4% | +53.4% |
| 1Y | +24.2% | +58.2% | -34.0% | +19.9% |
| 3Y | +137.2% | +42.2% | +95.0% | +126.4% |
| 5Y | +91.8% | +87.3% | +4.5% | +81.6% |
| 10Y | +215.2% | -75.3% | +290.4% | +192.8% |
| All | +959.3% | -99.1% | +1,058.4% | +899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling