+768.2%
FFIV vs CAPR
-98.9%
+867.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.5% | -25.6% | +0.6% |
| 7D | -2.9% | +25.8% | -28.7% | -3.2% |
| 30D | -32.4% | +50.2% | -82.6% | -32.7% |
| 3M | -22.7% | +185.5% | -208.2% | -23.6% |
| 6M | -10.7% | -64.8% | +54.1% | -10.5% |
| YTD | +25.4% | -61.1% | +86.5% | +25.4% |
| 1Y | +34.2% | +81.0% | -46.8% | +29.4% |
| 3Y | +101.2% | +300.7% | -199.5% | +90.2% |
| 5Y | +42.0% | +223.3% | -181.4% | +33.7% |
| 10Y | +126.7% | -58.8% | +185.5% | +109.9% |
| All | +768.2% | -98.9% | +867.1% | +717.1% |
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