+826.4%
FN vs FFIV
+132.4%
+694.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.6% | +10.6% |
| 7D | +16.3% | -2.1% | +18.4% | +18.4% |
| 30D | -24.7% | -33.8% | +9.0% | -7.1% |
| 3M | -34.9% | -20.6% | -14.3% | -28.1% |
| 6M | -41.1% | -10.2% | -30.9% | -39.3% |
| YTD | -19.6% | +24.5% | -44.1% | -32.7% |
| 1Y | -18.5% | +29.3% | -47.8% | -33.4% |
| 3Y | +119.1% | +103.8% | +15.3% | +36.1% |
| 5Y | +206.9% | +40.9% | +166.1% | +129.1% |
| 10Y | +826.4% | +126.6% | +699.8% | +382.3% |
| All | +826.4% | +132.4% | +694.0% | +382.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling