+1,155.8%
NI vs FFIV
+6,097.9%
-4,942.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +3.1% | +1.9% | +1.2% | +3.0% |
| 30D | +11.2% | -33.3% | +44.5% | +13.5% |
| 3M | +9.8% | -24.9% | +34.7% | +11.3% |
| 6M | -1.6% | -10.5% | +8.9% | -1.4% |
| YTD | +12.6% | +24.4% | -11.8% | +10.6% |
| 1Y | +7.8% | +32.3% | -24.5% | +5.5% |
| 3Y | +100.5% | +99.7% | +0.8% | +91.0% |
| 5Y | +114.4% | +38.4% | +76.0% | +107.6% |
| 10Y | +193.9% | +125.0% | +68.9% | +175.1% |
| All | +1,155.8% | +6,097.9% | -4,942.1% | +1,044.3% |
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 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