+5,150.0%
FFIV vs GEN
+2,895.7%
+2,254.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.5% |
| 7D | -1.0% | -1.2% | +0.2% | -0.5% |
| 30D | -5.1% | +10.1% | -15.2% | -9.3% |
| 3M | -4.5% | +16.1% | -20.5% | -11.2% |
| 6M | +36.5% | +38.9% | -2.4% | +16.0% |
| YTD | +53.0% | +14.4% | +38.5% | +41.3% |
| 1Y | +24.2% | +5.9% | +18.4% | +18.7% |
| 3Y | +137.2% | +58.8% | +78.4% | +83.8% |
| 5Y | +91.8% | +24.7% | +67.1% | +60.0% |
| 10Y | +215.2% | +163.1% | +52.1% | +58.7% |
| All | +5,150.0% | +2,895.7% | +2,254.3% | +1,138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling