-26.4%
NOW vs FFIV
+39.5%
-65.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.0% | -8.1% | +5.1% | +1.9% |
| 30D | -26.0% | -33.4% | +7.4% | -7.9% |
| 3M | -13.1% | -24.7% | +11.6% | -0.7% |
| 6M | +14.5% | -8.8% | +23.4% | +14.7% |
| YTD | -33.4% | +21.8% | -55.2% | -45.6% |
| 1Y | -40.6% | +25.3% | -65.9% | -52.6% |
| 3Y | -16.3% | +101.2% | -117.5% | -56.6% |
| All | -26.4% | +39.5% | -65.8% | -50.4% |
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