+25.3%
FFIV vs M
+15.5%
+9.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.1% |
| 7D | -8.1% | -4.3% | -3.9% | -7.7% |
| 30D | -33.4% | +1.3% | -34.7% | -33.3% |
| 3M | -24.7% | -7.4% | -17.4% | -24.3% |
| 6M | -8.8% | +18.3% | -27.2% | -10.7% |
| YTD | +21.8% | +7.6% | +14.2% | +20.9% |
| 1Y | +25.3% | +17.4% | +7.9% | +20.7% |
| All | +25.3% | +15.5% | +9.8% | +20.7% |
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 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