+3,689.8%
FN vs FFIV
+442.2%
+3,247.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -22.0% | -5.1% | -16.9% | -20.1% |
| 3M | -43.0% | -4.5% | -38.6% | -41.6% |
| 6M | -27.7% | +36.5% | -64.2% | -38.2% |
| YTD | -10.5% | +53.0% | -63.5% | -27.9% |
| 1Y | +12.5% | +24.2% | -11.7% | -1.0% |
| 3Y | +153.8% | +137.2% | +16.6% | +65.7% |
| 5Y | +288.0% | +91.8% | +196.2% | +175.2% |
| 10Y | +906.4% | +215.2% | +691.2% | +454.4% |
| All | +3,689.8% | +442.2% | +3,247.6% | +1,643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling