+36.5%
FFIV vs ES
-2.8%
+39.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.6% |
| 7D | -1.0% | +0.3% | -1.3% | -0.9% |
| 30D | -5.1% | -2.0% | -3.1% | -5.5% |
| 3M | -4.5% | +1.7% | -6.1% | -4.5% |
| 6M | +36.5% | -3.5% | +40.0% | +37.5% |
| All | +36.5% | -2.8% | +39.2% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling