+198.0%
FFIV vs USFR
+28.6%
+169.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -33.9% | +0.4% | -34.3% | -34.0% |
| 3M | -22.6% | +1.1% | -23.7% | -22.9% |
| 6M | -10.4% | +2.1% | -12.4% | -11.1% |
| YTD | +24.3% | +3.4% | +20.9% | +22.7% |
| 1Y | +31.8% | +4.1% | +27.7% | +29.7% |
| 3Y | +99.5% | +14.4% | +85.1% | +89.0% |
| 5Y | +40.7% | +21.4% | +19.3% | +30.3% |
| 10Y | +126.9% | +28.5% | +98.4% | +105.5% |
| All | +198.0% | +28.6% | +169.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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