+70.6%
NI vs FFIV
+141.9%
-71.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +2.3% | -1.5% | +3.8% | +2.4% |
| 30D | -1.7% | -2.7% | +1.0% | -1.5% |
| 3M | -8.0% | -1.7% | -6.3% | -8.1% |
| 6M | -8.6% | +36.1% | -44.8% | -11.4% |
| YTD | +2.3% | +52.6% | -50.3% | -2.2% |
| 1Y | +6.9% | +21.5% | -14.6% | +4.8% |
| 3Y | +70.6% | +142.7% | -72.1% | +47.4% |
| All | +70.6% | +141.9% | -71.4% | +47.4% |
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