+2,593.6%
NDAQ vs FFIV
+6,198.7%
-3,605.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.8% | -8.1% | +9.0% | +2.8% |
| 30D | +16.5% | -33.4% | +49.9% | +27.0% |
| 3M | +13.5% | -24.7% | +38.2% | +19.8% |
| 6M | +20.9% | -8.8% | +29.8% | +21.4% |
| YTD | +11.4% | +21.8% | -10.4% | +3.8% |
| 1Y | +25.9% | +25.3% | +0.6% | +16.5% |
| 3Y | +119.9% | +101.2% | +18.7% | +79.7% |
| 5Y | +61.7% | +40.2% | +21.5% | +42.5% |
| 10Y | +481.6% | +129.0% | +352.6% | +344.8% |
| All | +2,593.6% | +6,198.7% | -3,605.1% | +924.9% |
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