+36.6%
FFIV vs Z
-54.2%
+90.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -1.3% |
| 7D | -9.8% | +10.2% | -20.0% | -10.7% |
| 30D | -28.1% | +23.7% | -51.8% | -29.5% |
| 3M | -20.0% | -6.6% | -13.5% | -19.4% |
| 6M | -0.1% | -23.0% | +22.9% | +3.4% |
| YTD | +29.2% | -50.3% | +79.5% | +41.6% |
| 1Y | +36.6% | -53.6% | +90.2% | +50.9% |
| All | +36.6% | -54.2% | +90.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling