-61.4%
NVD vs FFIV
+25.9%
-87.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.5% |
| 7D | -11.1% | -1.0% | -10.2% | -11.3% |
| 30D | -13.3% | -5.1% | -8.2% | -14.3% |
| 3M | -19.8% | -4.5% | -15.4% | -20.3% |
| 6M | -48.8% | +36.5% | -85.3% | -46.1% |
| YTD | -49.7% | +53.0% | -102.6% | -47.5% |
| 1Y | -61.4% | +24.2% | -85.6% | -59.7% |
| All | -61.4% | +25.9% | -87.3% | -59.7% |
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