+4,079.4%
FFIV vs M
+73.3%
+4,006.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.9% |
| 7D | -8.1% | -4.3% | -3.9% | -7.2% |
| 30D | -33.4% | +1.3% | -34.7% | -33.8% |
| 3M | -24.7% | -7.4% | -17.4% | -23.7% |
| 6M | -8.8% | +18.3% | -27.2% | -14.0% |
| YTD | +21.8% | +7.6% | +14.2% | +16.9% |
| 1Y | +25.3% | +17.4% | +7.9% | +17.2% |
| 3Y | +101.2% | +108.4% | -7.2% | +50.6% |
| 5Y | +40.2% | -10.6% | +50.8% | +23.2% |
| 10Y | +129.0% | -3.2% | +132.2% | +54.6% |
| All | +4,079.4% | +73.3% | +4,006.1% | +1,531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling