+92.6%
FFIV vs XHB
+37.2%
+55.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | -2.7% | -9.1% | +6.4% | +1.6% |
| 3M | -1.7% | -2.3% | +0.7% | -1.6% |
| 6M | +36.1% | -4.1% | +40.2% | +36.4% |
| YTD | +52.6% | -1.7% | +54.3% | +50.3% |
| 1Y | +21.5% | -15.1% | +36.6% | +29.3% |
| 3Y | +142.7% | +26.8% | +115.9% | +95.6% |
| 5Y | +92.6% | +37.3% | +55.2% | +45.2% |
| All | +92.6% | +37.2% | +55.4% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling