+127.8%
FFIV vs M
-4.2%
+132.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | -8.1% | -4.3% | -3.9% | -7.6% |
| 30D | -33.4% | +1.3% | -34.7% | -33.6% |
| 3M | -24.7% | -7.4% | -17.4% | -24.1% |
| 6M | -8.8% | +18.3% | -27.2% | -11.9% |
| YTD | +21.8% | +7.6% | +14.2% | +18.9% |
| 1Y | +25.3% | +17.4% | +7.9% | +20.5% |
| 3Y | +101.2% | +108.4% | -7.2% | +69.6% |
| 5Y | +40.2% | -10.6% | +50.8% | +30.2% |
| All | +127.8% | -4.2% | +132.0% | +82.1% |
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