+117.8%
FFIV vs M
-7.1%
+124.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | -0.5% | +7.0% | -7.6% | -1.6% |
| 30D | -32.4% | +8.9% | -41.3% | -33.4% |
| 3M | -25.7% | +4.5% | -30.2% | -26.4% |
| 6M | -13.5% | +36.2% | -49.7% | -18.3% |
| YTD | +21.1% | +15.1% | +6.0% | +17.0% |
| 1Y | +29.4% | +27.4% | +2.0% | +22.8% |
| 3Y | +94.9% | +160.1% | -65.3% | +58.6% |
| 5Y | +34.7% | -1.6% | +36.3% | +23.2% |
| All | +117.8% | -7.1% | +124.9% | +73.8% |
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