+33.8%
FFIV vs S
-71.1%
+105.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | -32.4% | -2.7% | -29.7% | -32.1% |
| 3M | -25.7% | -6.9% | -18.8% | -25.0% |
| 6M | -13.5% | +38.1% | -51.6% | -19.7% |
| YTD | +21.1% | +48.0% | -26.9% | +10.3% |
| 1Y | +29.4% | +34.5% | -5.0% | +19.5% |
| 3Y | +94.9% | +38.3% | +56.6% | +72.6% |
| All | +33.8% | -71.1% | +105.0% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling