+53.6%
NVD vs FFIV
-12.8%
+66.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +2.3% |
| 7D | +28.6% | -0.5% | +29.2% | +28.2% |
| 30D | +73.6% | -32.4% | +106.0% | +46.8% |
| 3M | +70.1% | -25.7% | +95.8% | +55.2% |
| 6M | +53.6% | -13.5% | +67.1% | +75.9% |
| All | +53.6% | -12.8% | +66.4% | +75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling