+36.6%
FFIV vs GEN
+20.2%
+16.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.2% |
| 7D | -9.8% | +26.9% | -36.7% | -14.4% |
| 30D | -28.1% | +38.6% | -66.7% | -33.4% |
| 3M | -20.0% | +9.7% | -29.8% | -21.7% |
| 6M | -0.1% | +58.9% | -59.0% | -14.5% |
| YTD | +29.2% | +15.3% | +13.8% | +22.3% |
| 1Y | +36.6% | +21.8% | +14.8% | +27.9% |
| All | +36.6% | +20.2% | +16.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling