+109.2%
FFIV vs S
-56.8%
+166.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.0% | -7.7% | +6.8% | +0.5% |
| 30D | -5.1% | -5.3% | +0.3% | -4.3% |
| 3M | -4.5% | +20.3% | -24.7% | -7.9% |
| 6M | +36.5% | +47.4% | -10.9% | +26.3% |
| YTD | +53.0% | +32.5% | +20.4% | +44.0% |
| 1Y | +24.2% | +9.5% | +14.7% | +20.2% |
| 3Y | +137.2% | +15.5% | +121.7% | +120.4% |
| 5Y | +91.8% | -71.2% | +163.0% | +90.4% |
| All | +109.2% | -56.8% | +166.0% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling