+126.7%
FFIV vs COO
+40.2%
+86.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | -32.4% | +13.3% | -45.7% | -35.4% |
| 3M | -22.7% | -18.1% | -4.6% | -17.9% |
| 6M | -10.7% | +6.7% | -17.4% | -14.9% |
| YTD | +25.4% | -23.2% | +48.6% | +35.5% |
| 1Y | +34.2% | -12.3% | +46.5% | +37.4% |
| 3Y | +101.2% | -23.6% | +124.8% | +108.1% |
| 5Y | +42.0% | -38.7% | +80.7% | +59.0% |
| 10Y | +126.7% | +42.2% | +84.5% | +91.6% |
| All | +126.7% | +40.2% | +86.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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