+117.8%
FFIV vs XHB
+237.3%
-119.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -32.4% | +9.9% | -42.3% | -35.7% |
| 3M | -25.7% | -6.3% | -19.4% | -23.7% |
| 6M | -13.5% | +3.8% | -17.4% | -16.4% |
| YTD | +21.1% | +0.1% | +21.0% | +17.8% |
| 1Y | +29.4% | -0.8% | +30.2% | +26.4% |
| 3Y | +94.9% | +35.6% | +59.3% | +55.1% |
| 5Y | +34.7% | +29.6% | +5.2% | +7.4% |
| All | +117.8% | +237.3% | -119.5% | -1.3% |
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