+112.5%
NET vs FFIV
+91.3%
+21.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.6% |
| 7D | -7.0% | -1.0% | -6.0% | -6.0% |
| 30D | -4.8% | -5.1% | +0.3% | 0.0% |
| 3M | +3.8% | -4.5% | +8.3% | +7.6% |
| 6M | +50.0% | +36.5% | +13.6% | +8.3% |
| YTD | +41.5% | +53.0% | -11.5% | -10.8% |
| 1Y | +32.8% | +24.2% | +8.6% | +1.3% |
| 3Y | +335.9% | +137.2% | +198.7% | +43.8% |
| All | +112.5% | +91.3% | +21.2% | +3.3% |
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