+18.9%
NET vs FFIV
+2.3%
+16.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | -16.4% | -9.8% | -6.6% | -11.4% |
| 30D | -25.8% | -28.1% | +2.2% | -13.2% |
| 3M | -11.5% | -20.0% | +8.5% | -4.6% |
| 6M | +18.9% | -0.1% | +19.0% | +22.3% |
| All | +18.9% | +2.3% | +16.6% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling