+136.9%
FFIV vs Z
+6.9%
+130.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.1% |
| 7D | -8.1% | -4.6% | -3.6% | -7.6% |
| 30D | -33.4% | +8.3% | -41.7% | -34.6% |
| 3M | -24.7% | -11.6% | -13.1% | -23.7% |
| 6M | -8.8% | -33.6% | +24.8% | -3.2% |
| YTD | +21.8% | -56.7% | +78.5% | +38.6% |
| 1Y | +25.3% | -59.1% | +84.4% | +43.8% |
| 3Y | +101.2% | -20.4% | +121.5% | +98.4% |
| 5Y | +40.2% | -55.3% | +95.5% | +46.5% |
| 10Y | +129.0% | -14.2% | +143.2% | +81.8% |
| All | +136.9% | +6.9% | +130.0% | +73.3% |
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