+94.9%
FFIV vs ESI
+79.1%
+15.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -0.5% | +5.5% | -6.1% | -2.4% |
| 30D | -32.4% | -7.8% | -24.6% | -30.8% |
| 3M | -25.7% | -15.0% | -10.7% | -22.0% |
| 6M | -13.5% | -24.9% | +11.4% | -6.5% |
| YTD | +21.1% | +33.2% | -12.1% | +3.8% |
| 1Y | +29.4% | +24.9% | +4.5% | +13.5% |
| 3Y | +94.9% | +77.8% | +17.1% | +42.4% |
| All | +94.9% | +79.1% | +15.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling