+7.8%
ON vs FFIV
+39.5%
-31.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -11.7% | -8.1% | -3.5% | -5.7% |
| 30D | -23.3% | -33.4% | +10.1% | +1.3% |
| 3M | -19.2% | -24.7% | +5.6% | -3.4% |
| 6M | -40.1% | -8.8% | -31.3% | -38.6% |
| YTD | +16.9% | +21.8% | -4.9% | -7.3% |
| 1Y | +29.7% | +25.3% | +4.4% | +0.1% |
| 3Y | -4.4% | +101.2% | -105.6% | -56.5% |
| All | +7.8% | +39.5% | -31.6% | -34.8% |
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 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