+92.9%
FFIV vs GEN
+24.6%
+68.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -5.1% | +10.1% | -15.2% | -8.3% |
| 3M | -4.5% | +16.1% | -20.5% | -9.6% |
| 6M | +36.5% | +38.9% | -2.4% | +20.3% |
| YTD | +53.0% | +14.4% | +38.5% | +44.0% |
| 1Y | +24.2% | +5.9% | +18.4% | +20.1% |
| 3Y | +137.2% | +58.8% | +78.4% | +97.6% |
| All | +92.9% | +24.6% | +68.3% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling