+32.0%
FFIV vs Z
-58.2%
+90.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.8% |
| 7D | -2.1% | -5.2% | +3.1% | -1.5% |
| 30D | -33.8% | +5.7% | -39.5% | -34.0% |
| 3M | -20.6% | -8.7% | -11.9% | -20.0% |
| 6M | -10.2% | -26.0% | +15.7% | -6.9% |
| YTD | +24.5% | -55.0% | +79.5% | +38.4% |
| All | +32.0% | -58.2% | +90.2% | +48.2% |
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