+125.4%
FFIV vs EXEL
+331.1%
-205.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -2.9% | -2.8% | -0.1% | -2.5% |
| 30D | -32.4% | +18.2% | -50.6% | -34.3% |
| 3M | -22.7% | +37.7% | -60.4% | -26.9% |
| 6M | -10.7% | +42.2% | -52.9% | -16.4% |
| YTD | +25.4% | +61.3% | -35.9% | +14.3% |
| 1Y | +34.2% | +64.5% | -30.3% | +21.7% |
| 3Y | +101.2% | +236.7% | -135.5% | +55.5% |
| 5Y | +42.0% | +296.3% | -254.3% | +5.1% |
| All | +125.4% | +331.1% | -205.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling