+113.1%
NI vs FFIV
+41.1%
+72.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +11.2% | -32.4% | +43.6% | +15.3% |
| 3M | +9.2% | -22.7% | +31.9% | +11.3% |
| 6M | -1.8% | -10.7% | +8.8% | -2.1% |
| YTD | +12.0% | +25.4% | -13.4% | +5.9% |
| 1Y | +6.4% | +34.2% | -27.7% | -0.5% |
| 3Y | +99.4% | +101.2% | -1.8% | +69.9% |
| 5Y | +113.1% | +42.0% | +71.2% | +82.3% |
| All | +113.1% | +41.1% | +72.0% | +82.3% |
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