+126.9%
FFIV vs ES
+87.3%
+39.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -4.2% | +0.9% | -5.0% | -4.4% |
| 30D | -33.9% | +5.9% | -39.8% | -34.7% |
| 3M | -22.6% | -1.0% | -21.6% | -22.6% |
| 6M | -10.4% | +7.2% | -17.5% | -12.0% |
| YTD | +24.3% | +7.0% | +17.3% | +21.6% |
| 1Y | +31.8% | +0.5% | +31.3% | +30.4% |
| 3Y | +99.5% | +48.7% | +50.9% | +77.2% |
| 5Y | +40.7% | +1.9% | +38.8% | +37.1% |
| 10Y | +126.9% | +89.2% | +37.7% | +123.0% |
| All | +126.9% | +87.3% | +39.6% | +123.0% |
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