+225.5%
FFIV vs Z
-7.0%
+232.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.9% |
| 7D | -1.5% | -3.3% | +1.7% | -1.0% |
| 30D | -2.7% | -3.7% | +1.1% | -2.3% |
| 3M | -1.7% | -7.0% | +5.3% | -1.1% |
| 6M | +36.1% | -29.5% | +65.6% | +43.1% |
| YTD | +52.6% | -52.6% | +105.2% | +71.3% |
| 1Y | +21.5% | -64.0% | +85.5% | +42.6% |
| 3Y | +142.7% | -36.4% | +179.1% | +150.1% |
| 5Y | +92.6% | -65.8% | +158.3% | +107.1% |
| 10Y | +225.5% | -5.8% | +231.3% | +167.7% |
| All | +225.5% | -7.0% | +232.5% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling