+1,027.0%
NI vs FFIV
+7,518.9%
-6,491.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +2.0% | -1.0% | +3.0% | +2.1% |
| 30D | -3.5% | -5.1% | +1.5% | -3.3% |
| 3M | -9.1% | -4.5% | -4.7% | -9.0% |
| 6M | -11.8% | +36.5% | -48.3% | -13.5% |
| YTD | +1.1% | +53.0% | -51.9% | -1.6% |
| 1Y | +6.7% | +24.2% | -17.5% | +5.0% |
| 3Y | +71.1% | +137.2% | -66.1% | +61.8% |
| 5Y | +94.3% | +91.8% | +2.5% | +85.1% |
| 10Y | +135.8% | +215.2% | -79.4% | +117.3% |
| All | +1,027.0% | +7,518.9% | -6,491.9% | +917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling