+545.8%
ON vs FFIV
+126.3%
+419.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.1% |
| 7D | +3.3% | -2.9% | +6.3% | +6.3% |
| 30D | -3.1% | -32.4% | +29.3% | +29.6% |
| 3M | -9.2% | -22.7% | +13.5% | +8.3% |
| 6M | -31.4% | -10.7% | -20.7% | -27.7% |
| YTD | +36.0% | +25.4% | +10.6% | +5.1% |
| 1Y | +52.0% | +34.2% | +17.8% | +10.5% |
| 3Y | +9.3% | +101.2% | -91.9% | -48.0% |
| 5Y | +26.5% | +42.0% | -15.5% | -17.6% |
| All | +545.8% | +126.3% | +419.5% | +159.8% |
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