+117.8%
FFIV vs Z
-16.5%
+134.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.1% | -3.3% |
| 7D | -0.5% | +0.8% | -1.4% | -0.8% |
| 30D | -32.4% | +5.2% | -37.6% | -33.2% |
| 3M | -25.7% | -17.0% | -8.6% | -23.8% |
| 6M | -13.5% | -22.7% | +9.2% | -10.7% |
| YTD | +21.1% | -56.3% | +77.4% | +37.1% |
| 1Y | +29.4% | -57.7% | +87.1% | +47.1% |
| 3Y | +94.9% | -16.5% | +111.4% | +90.8% |
| 5Y | +34.7% | -53.4% | +88.1% | +39.4% |
| All | +117.8% | -16.5% | +134.2% | +81.6% |
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