+24.0%
NDAQ vs FFIV
+32.1%
-8.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | +16.2% | -33.3% | +49.5% | +20.6% |
| 3M | +14.0% | -24.9% | +38.9% | +15.9% |
| 6M | +22.3% | -10.5% | +32.8% | +17.9% |
| YTD | +13.0% | +24.4% | -11.4% | -2.6% |
| 1Y | +24.0% | +32.3% | -8.2% | +4.4% |
| All | +24.0% | +32.1% | -8.1% | +4.4% |
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