-25.8%
NOW vs FFIV
+41.1%
-66.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | -8.7% | -4.2% | -4.6% | -6.4% |
| 30D | -29.3% | -33.9% | +4.6% | -11.4% |
| 3M | -21.8% | -22.6% | +0.8% | -12.0% |
| 6M | +9.2% | -10.4% | +19.6% | +10.9% |
| YTD | -35.0% | +24.3% | -59.3% | -47.5% |
| 1Y | -42.5% | +31.8% | -74.3% | -55.6% |
| 3Y | -21.5% | +99.5% | -121.0% | -58.8% |
| 5Y | -25.8% | +40.7% | -66.5% | -49.8% |
| All | -25.8% | +41.1% | -66.9% | -49.8% |
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