+101.2%
FFIV vs GEN
+79.4%
+21.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.4% |
| 7D | -8.1% | +2.3% | -10.4% | -8.7% |
| 30D | -33.4% | +33.1% | -66.4% | -39.1% |
| 3M | -24.7% | +6.5% | -31.2% | -26.8% |
| 6M | -8.8% | +53.8% | -62.6% | -22.7% |
| YTD | +21.8% | +11.2% | +10.5% | +15.3% |
| 1Y | +25.3% | +19.4% | +5.9% | +15.6% |
| 3Y | +101.2% | +81.0% | +20.1% | +70.8% |
| All | +101.2% | +79.4% | +21.8% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling