+1,980.5%
NOW vs FFIV
+222.8%
+1,757.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.5% | -3.1% |
| 7D | -6.7% | -14.2% | +7.6% | +1.1% |
| 30D | -25.8% | -33.6% | +7.8% | -9.4% |
| 3M | -12.7% | -24.2% | +11.5% | -1.5% |
| 6M | +11.2% | -8.3% | +19.5% | +12.7% |
| YTD | -33.2% | +22.1% | -55.3% | -42.5% |
| 1Y | -41.8% | +26.5% | -68.3% | -51.0% |
| 3Y | -15.7% | +102.3% | -118.0% | -46.5% |
| 5Y | -26.0% | +40.6% | -66.7% | -43.2% |
| 10Y | +515.1% | +129.7% | +385.4% | +250.5% |
| All | +1,980.5% | +222.8% | +1,757.7% | +929.4% |
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 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