+242.8%
FFIV vs XHB
+202.9%
+39.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.6% |
| 7D | +3.5% | -1.9% | +5.4% | +4.4% |
| 30D | -1.3% | -8.3% | +7.0% | +2.8% |
| 3M | +2.4% | -7.1% | +9.5% | +5.2% |
| 6M | +41.8% | -5.3% | +47.1% | +43.0% |
| YTD | +58.5% | -3.2% | +61.7% | +57.4% |
| 1Y | +24.3% | -13.9% | +38.2% | +31.2% |
| 3Y | +152.0% | +24.9% | +127.1% | +110.1% |
| 5Y | +99.1% | +34.5% | +64.6% | +56.2% |
| 10Y | +242.8% | +215.5% | +27.3% | +72.2% |
| All | +242.8% | +202.9% | +39.9% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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