+197.6%
FFIV vs Z
+25.1%
+172.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.5% |
| 30D | -5.1% | -4.2% | -0.9% | -4.7% |
| 3M | -4.5% | -3.7% | -0.7% | -4.4% |
| 6M | +36.5% | -24.5% | +61.0% | +42.0% |
| YTD | +53.0% | -49.3% | +102.3% | +70.2% |
| 1Y | +24.2% | -58.7% | +82.9% | +42.8% |
| 3Y | +137.2% | -34.1% | +171.3% | +143.1% |
| 5Y | +91.8% | -64.5% | +156.3% | +106.0% |
| 10Y | +215.2% | -0.5% | +215.7% | +144.8% |
| All | +197.6% | +25.1% | +172.5% | +112.9% |
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