+322.4%
NET vs FFIV
+114.5%
+207.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | -16.4% | -9.8% | -6.6% | -10.6% |
| 30D | -25.8% | -28.1% | +2.2% | -10.6% |
| 3M | -11.5% | -20.0% | +8.5% | -0.6% |
| 6M | +18.9% | -0.1% | +19.0% | +14.9% |
| YTD | +35.2% | +29.2% | +6.0% | +9.9% |
| 1Y | +14.5% | +36.6% | -22.1% | -10.7% |
| All | +322.4% | +114.5% | +207.9% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling