+4,091.5%
FFIV vs ES
+915.9%
+3,175.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.5% | -6.1% |
| 7D | -14.2% | +5.9% | -20.2% | -15.8% |
| 30D | -33.6% | +10.2% | -43.8% | -35.6% |
| 3M | -24.2% | +0.4% | -24.6% | -24.5% |
| 6M | -8.3% | +6.9% | -15.2% | -10.7% |
| YTD | +22.1% | +10.5% | +11.6% | +17.1% |
| 1Y | +26.5% | +3.2% | +23.3% | +23.5% |
| 3Y | +102.3% | +49.0% | +53.3% | +71.4% |
| 5Y | +40.6% | +4.5% | +36.2% | +33.1% |
| 10Y | +129.7% | +92.3% | +37.4% | +67.0% |
| All | +4,091.5% | +915.9% | +3,175.5% | +1,764.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling