-52.4%
FN vs FFIV
+2.3%
-54.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.5% | -5.8% |
| 7D | -7.0% | -9.8% | +2.8% | -4.5% |
| 30D | -24.7% | -28.1% | +3.4% | -19.2% |
| 3M | -35.7% | -20.0% | -15.6% | -35.6% |
| 6M | -52.4% | -0.1% | -52.3% | -53.6% |
| All | -52.4% | +2.3% | -54.7% | -53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling