+125.4%
FFIV vs ES
+94.9%
+30.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.6% |
| 7D | -2.9% | +0.1% | -3.1% | -3.0% |
| 30D | -32.4% | +6.7% | -39.1% | -33.3% |
| 3M | -22.7% | +0.3% | -23.0% | -22.9% |
| 6M | -10.7% | +7.4% | -18.1% | -12.3% |
| YTD | +25.4% | +8.4% | +17.0% | +22.3% |
| 1Y | +34.2% | +0.6% | +33.5% | +32.8% |
| 3Y | +101.2% | +50.6% | +50.6% | +78.2% |
| 5Y | +42.0% | +4.8% | +37.1% | +37.5% |
| All | +125.4% | +94.9% | +30.5% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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