+207.5%
FFIV vs FND
+66.0%
+141.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -1.0% | -5.2% | +4.3% | +0.1% |
| 30D | -5.1% | -19.9% | +14.8% | -0.9% |
| 3M | -4.5% | +2.7% | -7.2% | -6.0% |
| 6M | +36.5% | -21.7% | +58.1% | +41.3% |
| YTD | +53.0% | -17.5% | +70.5% | +55.7% |
| 1Y | +24.2% | -39.3% | +63.5% | +34.9% |
| 3Y | +137.2% | -49.8% | +187.0% | +159.3% |
| 5Y | +91.8% | -60.1% | +151.9% | +110.8% |
| All | +207.5% | +66.0% | +141.4% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling