+103.8%
FFIV vs XHB
+41.0%
+62.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.1% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -33.8% | +11.8% | -45.6% | -36.2% |
| 3M | -20.6% | -3.8% | -16.8% | -19.8% |
| 6M | -10.2% | +4.1% | -14.3% | -12.3% |
| YTD | +24.5% | +4.0% | +20.5% | +20.7% |
| 1Y | +29.3% | +1.6% | +27.7% | +26.4% |
| 3Y | +103.8% | +43.2% | +60.6% | +63.5% |
| All | +103.8% | +41.0% | +62.8% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling