-99.2%
NVD vs FFIV
+157.8%
-257.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +5.1% |
| 7D | +0.5% | +3.5% | -2.9% | +3.4% |
| 30D | -9.3% | -1.3% | -8.0% | -9.5% |
| 3M | -22.1% | +2.4% | -24.5% | -19.1% |
| 6M | -45.8% | +41.8% | -87.6% | -24.3% |
| YTD | -46.7% | +58.5% | -105.2% | -16.1% |
| 1Y | -59.5% | +24.3% | -83.8% | -52.1% |
| 3Y | -99.2% | +152.0% | -251.2% | -97.8% |
| All | -99.2% | +157.8% | -257.0% | -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 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