+5,150.0%
FFIV vs ES
+892.0%
+4,258.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -5.1% | -2.0% | -3.1% | -4.6% |
| 3M | -4.5% | +1.7% | -6.1% | -5.3% |
| 6M | +36.5% | -3.5% | +40.0% | +37.1% |
| YTD | +53.0% | +7.9% | +45.1% | +48.0% |
| 1Y | +24.2% | +17.2% | +7.1% | +16.5% |
| 3Y | +137.2% | +29.3% | +107.9% | +110.5% |
| 5Y | +91.8% | -5.7% | +97.5% | +87.8% |
| 10Y | +215.2% | +85.2% | +130.0% | +132.2% |
| All | +5,150.0% | +892.0% | +4,258.0% | +2,256.3% |
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 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