+94.9%
FFIV vs GEN
+67.9%
+27.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.3% |
| 7D | -0.5% | +2.0% | -2.6% | -1.1% |
| 30D | -32.4% | +27.7% | -60.1% | -37.4% |
| 3M | -25.7% | +3.3% | -28.9% | -26.8% |
| 6M | -13.5% | +31.8% | -45.3% | -22.3% |
| YTD | +21.1% | +13.5% | +7.6% | +14.0% |
| 1Y | +29.4% | +16.0% | +13.4% | +20.8% |
| 3Y | +94.9% | +70.6% | +24.3% | +59.8% |
| All | +94.9% | +67.9% | +27.0% | +59.8% |
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