+904.9%
FFIV vs XHB
+175.0%
+729.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -2.9% | -4.1% | +1.2% | -0.8% |
| 30D | -32.4% | +9.6% | -42.0% | -35.7% |
| 3M | -22.7% | -6.0% | -16.7% | -20.7% |
| 6M | -10.7% | +2.2% | -12.9% | -13.0% |
| YTD | +25.4% | +1.1% | +24.2% | +21.3% |
| 1Y | +34.2% | -1.7% | +35.9% | +31.7% |
| 3Y | +101.2% | +36.5% | +64.7% | +61.2% |
| 5Y | +42.0% | +33.5% | +8.5% | +13.4% |
| 10Y | +126.7% | +240.9% | -114.2% | +4.8% |
| All | +904.9% | +175.0% | +729.9% | +322.9% |
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 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