+561.8%
ON vs FFIV
+224.0%
+337.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -2.2% | -1.5% | -0.6% | -0.9% |
| 30D | -12.4% | -2.7% | -9.8% | -10.8% |
| 3M | -41.2% | -1.7% | -39.5% | -40.9% |
| 6M | +25.0% | +36.1% | -11.1% | -4.6% |
| YTD | +31.3% | +52.6% | -21.4% | -10.3% |
| 1Y | +45.4% | +21.5% | +23.9% | +18.1% |
| 3Y | -27.4% | +142.7% | -170.1% | -68.8% |
| 5Y | +58.5% | +92.6% | -34.1% | -16.6% |
| 10Y | +561.8% | +225.5% | +336.3% | +137.6% |
| All | +561.8% | +224.0% | +337.8% | +137.6% |
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 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