+224.3%
FFIV vs M
-1.9%
+226.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -1.0% | +4.7% | -5.7% | -1.7% |
| 30D | -5.1% | -9.6% | +4.6% | -3.6% |
| 3M | -4.5% | +0.9% | -5.3% | -4.9% |
| 6M | +36.5% | +22.3% | +14.2% | +31.3% |
| YTD | +53.0% | +6.5% | +46.4% | +50.0% |
| 1Y | +24.2% | +38.8% | -14.6% | +16.4% |
| 3Y | +137.2% | +115.9% | +21.3% | +99.1% |
| 5Y | +91.8% | +28.6% | +63.1% | +68.4% |
| All | +224.3% | -1.9% | +226.2% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling