+1,499.9%
FFIV vs EXEL
+273.2%
+1,226.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | +8.4% | -9.3% | -2.5% |
| 30D | -5.1% | +4.1% | -9.1% | -6.1% |
| 3M | -4.5% | +12.4% | -16.9% | -7.0% |
| 6M | +36.5% | +41.5% | -5.1% | +26.4% |
| YTD | +53.0% | +34.6% | +18.3% | +42.7% |
| 1Y | +24.2% | +57.9% | -33.7% | +11.9% |
| 3Y | +137.2% | +159.5% | -22.3% | +88.4% |
| 5Y | +91.8% | +198.5% | -106.7% | +46.1% |
| 10Y | +215.2% | +411.4% | -196.2% | +92.4% |
| All | +1,499.9% | +273.2% | +1,226.7% | +478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling