-29.1%
FN vs FFIV
+26.7%
-55.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +11.9% | +11.8% |
| 7D | 0.0% | -8.1% | +8.1% | +3.3% |
| 30D | -34.3% | -33.4% | -0.9% | -25.9% |
| 3M | -39.9% | -24.7% | -15.1% | -36.2% |
| 6M | -51.8% | -8.8% | -43.0% | -51.9% |
| YTD | -28.1% | +21.8% | -49.9% | -36.7% |
| 1Y | -29.1% | +25.3% | -54.4% | -37.4% |
| All | -29.1% | +26.7% | -55.8% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling