+24.3%
FFIV vs FND
-45.4%
+69.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.9% |
| 7D | +3.5% | -0.8% | +4.2% | +3.5% |
| 30D | -1.3% | -19.6% | +18.3% | -0.2% |
| 3M | +2.4% | -4.3% | +6.7% | +1.9% |
| 6M | +41.8% | -20.4% | +62.3% | +44.3% |
| YTD | +58.5% | -21.9% | +80.4% | +58.7% |
| 1Y | +24.3% | -45.2% | +69.5% | +33.4% |
| All | +24.3% | -45.4% | +69.7% | +33.4% |
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