+235.5%
FFIV vs GEN
+157.3%
+78.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | +1.6% | -4.3% | +6.0% | +2.8% |
| 30D | -3.7% | +3.8% | -7.5% | -4.8% |
| 3M | +2.0% | +22.3% | -20.3% | -3.8% |
| 6M | +39.3% | +39.0% | +0.3% | +26.3% |
| YTD | +56.1% | +11.9% | +44.2% | +49.8% |
| 1Y | +22.0% | +4.5% | +17.5% | +19.1% |
| 3Y | +148.2% | +59.0% | +89.2% | +115.9% |
| 5Y | +96.3% | +22.0% | +74.3% | +78.8% |
| All | +235.5% | +157.3% | +78.2% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling