+4,079.4%
FFIV vs GEN
+2,811.7%
+1,267.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.9% |
| 7D | -8.1% | +2.3% | -10.4% | -9.1% |
| 30D | -33.4% | +33.1% | -66.4% | -41.9% |
| 3M | -24.7% | +6.5% | -31.2% | -28.5% |
| 6M | -8.8% | +53.8% | -62.6% | -27.2% |
| YTD | +21.8% | +11.2% | +10.5% | +11.5% |
| 1Y | +25.3% | +19.4% | +5.9% | +11.1% |
| 3Y | +101.2% | +81.0% | +20.1% | +44.2% |
| 5Y | +40.2% | +33.4% | +6.8% | +11.1% |
| 10Y | +129.0% | +164.3% | -35.3% | +12.8% |
| All | +4,079.4% | +2,811.7% | +1,267.7% | +877.6% |
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