+31.8%
FFIV vs FND
-13.4%
+45.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | 0.0% |
| 7D | -4.2% | +6.8% | -11.0% | -4.4% |
| 30D | -33.9% | +13.1% | -46.9% | -34.0% |
| 3M | -22.6% | -13.1% | -9.5% | -22.3% |
| 6M | -10.4% | -0.6% | -9.8% | -10.8% |
| YTD | +24.3% | -15.5% | +39.8% | +22.7% |
| 1Y | +31.8% | -13.7% | +45.5% | +29.4% |
| All | +31.8% | -13.4% | +45.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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