+99.5%
FFIV vs FND
-34.0%
+133.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | -4.2% | +6.8% | -11.0% | -5.1% |
| 30D | -33.9% | +13.1% | -46.9% | -35.0% |
| 3M | -22.6% | -13.1% | -9.5% | -21.2% |
| 6M | -10.4% | -0.6% | -9.8% | -11.3% |
| YTD | +24.3% | -15.5% | +39.8% | +25.5% |
| 1Y | +31.8% | -13.7% | +45.5% | +32.2% |
| 3Y | +99.5% | -35.0% | +134.5% | +100.5% |
| All | +99.5% | -34.0% | +133.5% | +100.5% |
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