+33.8%
FFIV vs MKTX
-54.6%
+88.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -32.4% | +0.9% | -33.3% | -32.5% |
| 3M | -25.7% | +2.6% | -28.3% | -26.0% |
| 6M | -13.5% | +20.4% | -33.9% | -16.2% |
| YTD | +21.1% | -7.1% | +28.2% | +22.7% |
| 1Y | +29.4% | -2.8% | +32.2% | +29.9% |
| 3Y | +94.9% | -21.7% | +116.6% | +97.1% |
| All | +33.8% | -54.6% | +88.4% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling