+142.7%
FFIV vs FND
-49.6%
+192.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -2.7% | -23.6% | +20.9% | +1.0% |
| 3M | -1.7% | +4.3% | -6.0% | -3.3% |
| 6M | +36.1% | -20.3% | +56.4% | +39.6% |
| YTD | +52.6% | -21.3% | +73.9% | +55.8% |
| 1Y | +21.5% | -45.4% | +66.9% | +33.0% |
| 3Y | +142.7% | -48.9% | +191.5% | +158.2% |
| All | +142.7% | -49.6% | +192.2% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling