+145.1%
NI vs FFIV
+239.4%
-94.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.1% |
| 7D | +1.3% | +3.5% | -2.2% | +0.7% |
| 30D | -0.3% | -1.3% | +1.0% | -0.2% |
| 3M | -9.5% | +2.4% | -11.8% | -10.1% |
| 6M | -10.2% | +41.8% | -52.1% | -15.8% |
| YTD | +1.8% | +58.5% | -56.7% | -6.7% |
| 1Y | +5.7% | +24.3% | -18.7% | +0.8% |
| 3Y | +69.6% | +152.0% | -82.4% | +40.0% |
| 5Y | +95.8% | +99.1% | -3.3% | +65.6% |
| 10Y | +145.1% | +242.8% | -97.7% | +79.5% |
| All | +145.1% | +239.4% | -94.3% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling