+3,078.0%
FN vs FFIV
+357.8%
+2,720.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.5% | -5.8% |
| 7D | -7.0% | -9.8% | +2.8% | -2.2% |
| 30D | -24.7% | -28.1% | +3.4% | -13.6% |
| 3M | -35.7% | -20.0% | -15.6% | -30.2% |
| 6M | -52.4% | -0.1% | -52.3% | -53.6% |
| YTD | -25.0% | +29.2% | -54.1% | -36.0% |
| 1Y | -25.7% | +36.6% | -62.3% | -38.3% |
| 3Y | +110.2% | +114.0% | -3.8% | +40.8% |
| 5Y | +192.3% | +48.1% | +144.2% | +128.5% |
| 10Y | +812.3% | +142.9% | +669.3% | +455.3% |
| All | +3,078.0% | +357.8% | +2,720.2% | +1,447.7% |
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