+127.8%
FFIV vs Z
-14.9%
+142.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.1% |
| 7D | -8.1% | -4.6% | -3.6% | -7.6% |
| 30D | -33.4% | +8.3% | -41.7% | -34.5% |
| 3M | -24.7% | -11.6% | -13.1% | -23.7% |
| 6M | -8.8% | -33.6% | +24.8% | -3.4% |
| YTD | +21.8% | -56.7% | +78.5% | +38.2% |
| 1Y | +25.3% | -59.1% | +84.4% | +43.4% |
| 3Y | +101.2% | -20.4% | +121.5% | +98.6% |
| 5Y | +40.2% | -55.3% | +95.5% | +46.1% |
| All | +127.8% | -14.9% | +142.7% | +89.7% |
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