+40.9%
FFIV vs XHB
+38.1%
+2.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +0.6% |
| 7D | -2.1% | +1.3% | -3.4% | -2.8% |
| 30D | -33.8% | +11.8% | -45.6% | -37.2% |
| 3M | -20.6% | -3.8% | -16.8% | -19.5% |
| 6M | -10.2% | +4.1% | -14.3% | -13.1% |
| YTD | +24.5% | +4.0% | +20.5% | +19.1% |
| 1Y | +29.3% | +1.6% | +27.7% | +25.1% |
| 3Y | +103.8% | +43.2% | +60.6% | +53.4% |
| 5Y | +40.9% | +35.8% | +5.0% | +7.9% |
| All | +40.9% | +38.1% | +2.8% | +7.9% |
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