+126.6%
FFIV vs Z
-11.7%
+138.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.6% |
| 7D | -2.1% | -5.2% | +3.1% | -1.3% |
| 30D | -33.8% | +5.7% | -39.5% | -34.6% |
| 3M | -20.6% | -8.7% | -11.9% | -20.0% |
| 6M | -10.2% | -26.0% | +15.7% | -6.6% |
| YTD | +24.5% | -55.0% | +79.5% | +40.3% |
| 1Y | +29.3% | -58.0% | +87.3% | +47.3% |
| 3Y | +103.8% | -15.2% | +119.0% | +99.1% |
| 5Y | +40.9% | -53.8% | +94.7% | +46.0% |
| 10Y | +126.6% | -14.5% | +141.1% | +88.6% |
| All | +126.6% | -11.7% | +138.3% | +88.6% |
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