-99.1%
NVD vs FFIV
+153.9%
-253.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +3.2% |
| 7D | +9.0% | +1.6% | +7.4% | +10.5% |
| 30D | -5.5% | -3.7% | -1.7% | -7.6% |
| 3M | -24.6% | +2.0% | -26.6% | -22.0% |
| 6M | -42.1% | +39.3% | -81.3% | -20.3% |
| YTD | -44.3% | +56.1% | -100.4% | -13.5% |
| 1Y | -54.2% | +22.0% | -76.2% | -46.8% |
| 3Y | -99.1% | +148.2% | -247.3% | -97.8% |
| All | -99.1% | +153.9% | -253.1% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling