+29.4%
FFIV vs M
+24.3%
+5.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.8% |
| 7D | -0.5% | +7.0% | -7.6% | -1.2% |
| 30D | -32.4% | +8.9% | -41.3% | -32.8% |
| 3M | -25.7% | +4.5% | -30.2% | -26.0% |
| 6M | -13.5% | +36.2% | -49.7% | -16.4% |
| YTD | +21.1% | +15.1% | +6.0% | +19.5% |
| 1Y | +29.4% | +27.4% | +2.0% | +23.4% |
| All | +29.4% | +24.3% | +5.1% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling