-40.7%
NOW vs FFIV
+28.8%
-69.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.3% |
| 30D | -27.0% | -33.8% | +6.7% | -16.7% |
| 3M | -17.7% | -20.6% | +2.9% | -13.1% |
| 6M | +12.7% | -10.2% | +22.9% | +10.9% |
| YTD | -32.9% | +24.5% | -57.4% | -41.1% |
| All | -40.7% | +28.8% | -69.5% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling