+4.4%
NI vs FFIV
+22.0%
-17.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -0.6% | +1.6% | -2.2% | -0.5% |
| 30D | -1.4% | -3.7% | +2.3% | -1.5% |
| 3M | -10.6% | +2.0% | -12.6% | -10.6% |
| 6M | -9.9% | +39.3% | -49.2% | -10.4% |
| YTD | +1.2% | +56.1% | -54.9% | -0.1% |
| 1Y | +4.4% | +22.0% | -17.6% | +4.6% |
| All | +4.4% | +22.0% | -17.6% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling