+246.7%
FFIV vs MKTX
+5.0%
+241.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | -2.7% | +0.7% | -3.4% | -2.8% |
| 3M | +4.5% | +40.8% | -36.3% | -2.3% |
| 6M | +42.2% | -8.0% | +50.2% | +43.6% |
| YTD | +61.3% | -8.7% | +70.0% | +63.0% |
| 1Y | +23.0% | -11.8% | +34.9% | +25.0% |
| 3Y | +156.3% | -24.0% | +180.3% | +160.2% |
| 5Y | +102.9% | -60.3% | +163.2% | +130.7% |
| All | +246.7% | +5.0% | +241.6% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling