+117.8%
FFIV vs FIVE
+504.2%
-386.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | -32.4% | +12.7% | -45.1% | -34.2% |
| 3M | -25.7% | +2.1% | -27.7% | -26.4% |
| 6M | -13.5% | +17.5% | -31.0% | -17.5% |
| YTD | +21.1% | +31.0% | -9.9% | +12.1% |
| 1Y | +29.4% | +67.7% | -38.3% | +13.4% |
| 3Y | +94.9% | +43.4% | +51.5% | +66.7% |
| 5Y | +34.7% | +18.1% | +16.7% | +16.6% |
| All | +117.8% | +504.2% | -386.4% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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