+53.8%
NDAQ vs FFIV
+92.2%
-38.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.6% | -1.5% | -1.0% | -2.0% |
| 30D | +0.5% | -2.7% | +3.1% | +1.2% |
| 3M | +9.9% | -1.7% | +11.6% | +9.7% |
| 6M | +8.2% | +36.1% | -27.9% | -4.8% |
| YTD | -1.5% | +52.6% | -54.1% | -17.4% |
| 1Y | +1.3% | +21.5% | -20.2% | -7.9% |
| 3Y | +92.6% | +142.7% | -50.1% | +30.9% |
| 5Y | +53.8% | +92.6% | -38.7% | +13.1% |
| All | +53.8% | +92.2% | -38.4% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling