+66.5%
FFIV vs S
-52.7%
+119.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -8.1% | -13.4% | +5.3% | -5.6% |
| 30D | -33.4% | -14.0% | -19.4% | -31.5% |
| 3M | -24.7% | +4.9% | -29.6% | -25.8% |
| 6M | -8.8% | +42.0% | -50.9% | -15.2% |
| YTD | +21.8% | +45.1% | -23.4% | +12.4% |
| 1Y | +25.3% | +33.1% | -7.8% | +16.9% |
| 3Y | +101.2% | +40.6% | +60.5% | +80.6% |
| 5Y | +40.2% | -67.5% | +107.7% | +37.2% |
| All | +66.5% | -52.7% | +119.2% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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