+32.0%
FFIV vs M
+25.7%
+6.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.5% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -33.8% | +10.1% | -43.8% | -34.2% |
| 3M | -20.6% | -0.9% | -19.7% | -20.7% |
| 6M | -10.2% | +30.2% | -40.4% | -12.9% |
| YTD | +24.5% | +16.3% | +8.2% | +22.7% |
| All | +32.0% | +25.7% | +6.3% | +26.6% |
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