+143.9%
FFIV vs Z
+6.6%
+137.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -2.9% | -13.1% | +10.1% | -0.6% |
| 30D | -32.4% | +5.9% | -38.3% | -33.3% |
| 3M | -22.7% | -13.7% | -9.0% | -21.3% |
| 6M | -10.7% | -27.1% | +16.4% | -6.7% |
| YTD | +25.4% | -56.8% | +82.2% | +42.7% |
| 1Y | +34.2% | -60.2% | +94.4% | +54.7% |
| 3Y | +101.2% | -19.7% | +120.9% | +98.1% |
| 5Y | +42.0% | -53.7% | +95.6% | +47.4% |
| 10Y | +126.7% | -16.9% | +143.6% | +81.3% |
| All | +143.9% | +6.6% | +137.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling