+126.6%
FFIV vs M
+3.7%
+122.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +0.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.6% |
| 30D | -33.8% | +10.1% | -43.8% | -34.9% |
| 3M | -20.6% | -0.9% | -19.7% | -20.8% |
| 6M | -10.2% | +30.2% | -40.4% | -14.6% |
| YTD | +24.5% | +16.3% | +8.2% | +20.1% |
| 1Y | +29.3% | +27.0% | +2.3% | +22.8% |
| 3Y | +103.8% | +154.5% | -50.7% | +66.5% |
| 5Y | +40.9% | -1.1% | +41.9% | +28.7% |
| 10Y | +126.6% | +0.5% | +126.1% | +78.9% |
| All | +126.6% | +3.7% | +122.9% | +78.9% |
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