+193.5%
NRG vs FFIV
+101.9%
+91.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.4% |
| 7D | -4.7% | +5.4% | -10.1% | -6.5% |
| 30D | -6.0% | -2.7% | -3.3% | -5.3% |
| 3M | -8.0% | +4.5% | -12.5% | -10.1% |
| 6M | -23.2% | +42.2% | -65.4% | -34.1% |
| YTD | -28.1% | +61.3% | -89.3% | -41.9% |
| 1Y | -27.3% | +23.0% | -50.3% | -34.4% |
| 3Y | +208.7% | +156.3% | +52.4% | +109.0% |
| All | +193.5% | +101.9% | +91.6% | +103.4% |
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