+47.6%
ON vs FFIV
+33.5%
+14.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | -5.8% | -9.8% | +4.0% | -1.2% |
| 30D | -17.1% | -28.1% | +11.0% | -4.8% |
| 3M | -11.8% | -20.0% | +8.2% | -4.4% |
| 6M | -30.2% | -0.1% | -30.1% | -30.1% |
| YTD | +31.6% | +29.2% | +2.4% | +17.4% |
| 1Y | +47.6% | +36.6% | +11.0% | +27.6% |
| All | +47.6% | +33.5% | +14.0% | +27.6% |
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