+126.7%
FFIV vs M
-5.1%
+131.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -2.9% | -3.3% | +0.4% | -2.5% |
| 30D | -32.4% | +8.1% | -40.5% | -33.3% |
| 3M | -22.7% | +2.2% | -24.9% | -23.2% |
| 6M | -10.7% | +35.1% | -45.8% | -15.5% |
| YTD | +25.4% | +15.8% | +9.5% | +21.0% |
| 1Y | +34.2% | +25.8% | +8.3% | +27.6% |
| 3Y | +101.2% | +156.2% | -55.0% | +64.2% |
| 5Y | +42.0% | -2.4% | +44.3% | +30.0% |
| 10Y | +126.7% | -7.1% | +133.8% | +80.7% |
| All | +126.7% | -5.1% | +131.8% | +80.7% |
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