+137.2%
FFIV vs ESI
+79.8%
+57.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.4% |
| 7D | -1.0% | +3.3% | -4.3% | -2.1% |
| 30D | -5.1% | -5.9% | +0.8% | -3.2% |
| 3M | -4.5% | -14.1% | +9.6% | -0.5% |
| 6M | +36.5% | +6.6% | +29.9% | +29.8% |
| YTD | +53.0% | +45.0% | +7.9% | +28.6% |
| 1Y | +24.2% | +41.5% | -17.2% | +4.8% |
| All | +137.2% | +79.8% | +57.4% | +83.7% |
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