+5,150.0%
FFIV vs M
+71.6%
+5,078.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -1.0% | +4.7% | -5.7% | -2.2% |
| 30D | -5.1% | -9.6% | +4.6% | -2.6% |
| 3M | -4.5% | +0.9% | -5.3% | -5.3% |
| 6M | +36.5% | +22.3% | +14.2% | +27.9% |
| YTD | +53.0% | +6.5% | +46.4% | +47.9% |
| 1Y | +24.2% | +38.8% | -14.6% | +11.3% |
| 3Y | +137.2% | +115.9% | +21.3% | +76.2% |
| 5Y | +91.8% | +28.6% | +63.1% | +50.6% |
| 10Y | +215.2% | -2.5% | +217.7% | +112.5% |
| All | +5,150.0% | +71.6% | +5,078.4% | +1,963.6% |
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 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