+62.9%
ON vs FFIV
+91.3%
-28.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +2.4% | -1.0% | +3.4% | +3.2% |
| 30D | -3.3% | -5.1% | +1.8% | +0.3% |
| 3M | -43.6% | -4.5% | -39.1% | -41.8% |
| 6M | +19.0% | +36.5% | -17.5% | -8.4% |
| YTD | +37.4% | +53.0% | -15.6% | -4.9% |
| 1Y | +54.8% | +24.2% | +30.5% | +24.8% |
| 3Y | -25.2% | +137.2% | -162.4% | -67.9% |
| All | +62.9% | +91.3% | -28.4% | -16.9% |
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 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