+7.2%
NOK vs FFIV
+7,518.9%
-7,511.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | +4.7% | -5.1% | +9.8% | +5.9% |
| 3M | -39.7% | -4.5% | -35.2% | -38.8% |
| 6M | +23.1% | +36.5% | -13.4% | +15.1% |
| YTD | +55.0% | +53.0% | +2.1% | +41.0% |
| 1Y | +118.0% | +24.2% | +93.8% | +106.5% |
| 3Y | +170.5% | +137.2% | +33.3% | +118.9% |
| 5Y | +84.9% | +91.8% | -6.9% | +56.3% |
| 10Y | +112.0% | +215.2% | -103.2% | +56.5% |
| All | +7.2% | +7,518.9% | -7,511.8% | -65.3% |
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