+70.2%
FFIV vs S
-48.9%
+119.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.0% | -5.8% | +0.7% |
| 7D | -2.1% | +1.6% | -3.6% | -2.4% |
| 30D | -33.8% | -10.5% | -23.3% | -32.5% |
| 3M | -20.6% | +9.9% | -30.5% | -22.4% |
| 6M | -10.2% | +41.8% | -52.0% | -16.6% |
| YTD | +24.5% | +56.8% | -32.3% | +13.2% |
| 1Y | +29.3% | +39.0% | -9.7% | +19.5% |
| 3Y | +103.8% | +53.8% | +50.0% | +79.9% |
| 5Y | +40.9% | -68.6% | +109.5% | +35.7% |
| All | +70.2% | -48.9% | +119.1% | +70.1% |
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