+96.3%
FFIV vs MKTX
-60.6%
+156.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -3.7% | +0.8% | -4.6% | -3.9% |
| 3M | +2.0% | +41.1% | -39.2% | -4.0% |
| 6M | +39.3% | -9.5% | +48.8% | +41.8% |
| YTD | +56.1% | -8.7% | +64.8% | +58.5% |
| 1Y | +22.0% | -10.0% | +31.9% | +24.0% |
| 3Y | +148.2% | -24.6% | +172.8% | +151.7% |
| 5Y | +96.3% | -60.3% | +156.6% | +129.9% |
| All | +96.3% | -60.6% | +156.9% | +129.9% |
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