+101.2%
FFIV vs ESI
+67.9%
+33.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -8.1% | -8.5% | +0.4% | -5.4% |
| 30D | -33.4% | -15.7% | -17.7% | -29.7% |
| 3M | -24.7% | -18.2% | -6.5% | -20.0% |
| 6M | -8.8% | -28.8% | +20.0% | +0.3% |
| YTD | +21.8% | +26.3% | -4.5% | +6.3% |
| 1Y | +25.3% | +18.2% | +7.1% | +11.9% |
| 3Y | +101.2% | +68.1% | +33.0% | +51.4% |
| All | +101.2% | +67.9% | +33.2% | +51.4% |
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