-99.2%
NVD vs FFIV
+141.9%
-241.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.7% |
| 7D | -7.7% | -1.5% | -6.1% | -8.9% |
| 30D | -5.8% | -2.7% | -3.1% | -7.1% |
| 3M | -23.2% | -1.7% | -21.5% | -22.9% |
| 6M | -49.7% | +36.1% | -85.9% | -32.2% |
| YTD | -47.7% | +52.6% | -100.3% | -20.4% |
| 1Y | -61.3% | +21.5% | -82.9% | -54.9% |
| 3Y | -99.2% | +142.7% | -241.9% | -98.0% |
| All | -99.2% | +141.9% | -241.1% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling