-30.2%
NVD vs FFIV
+33.5%
-63.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.3% |
| 7D | +15.0% | -9.8% | +24.8% | +10.7% |
| 30D | +39.3% | -28.1% | +67.4% | +24.3% |
| 3M | +3.1% | -20.0% | +23.2% | -2.7% |
| 6M | -19.0% | -0.1% | -18.9% | -17.9% |
| YTD | -35.5% | +29.2% | -64.7% | -32.2% |
| 1Y | -30.2% | +36.6% | -66.8% | -30.7% |
| All | -30.2% | +33.5% | -63.7% | -30.7% |
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