+4,091.5%
FFIV vs M
+81.6%
+4,009.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.9% | +0.4% | -3.9% |
| 7D | -14.2% | -2.1% | -12.1% | -13.8% |
| 30D | -33.6% | +7.7% | -41.3% | -35.1% |
| 3M | -24.2% | -4.4% | -19.8% | -23.7% |
| 6M | -8.3% | +27.5% | -35.8% | -15.1% |
| YTD | +22.1% | +12.8% | +9.4% | +15.8% |
| 1Y | +26.5% | +20.7% | +5.7% | +17.5% |
| 3Y | +102.3% | +111.3% | -9.0% | +51.0% |
| 5Y | +40.6% | -6.3% | +46.9% | +22.1% |
| 10Y | +129.7% | +1.5% | +128.2% | +53.3% |
| All | +4,091.5% | +81.6% | +4,009.9% | +1,516.3% |
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