+1,126.2%
FFIV vs XHB
+173.9%
+952.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -1.0% | -1.3% | +0.3% | -0.3% |
| 30D | -5.1% | -6.9% | +1.8% | -1.8% |
| 3M | -4.5% | -1.3% | -3.2% | -4.7% |
| 6M | +36.5% | -6.8% | +43.3% | +39.0% |
| YTD | +53.0% | +0.7% | +52.2% | +49.0% |
| 1Y | +24.2% | -11.2% | +35.5% | +29.1% |
| 3Y | +137.2% | +25.3% | +111.9% | +99.2% |
| 5Y | +91.8% | +37.3% | +54.5% | +51.4% |
| 10Y | +215.2% | +211.5% | +3.7% | +53.2% |
| All | +1,126.2% | +173.9% | +952.3% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling