+36.6%
FFIV vs XME
+5.2%
+31.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -9.8% | -5.5% | -4.3% | -8.6% |
| 30D | -28.1% | -11.1% | -17.0% | -26.2% |
| 3M | -20.0% | -11.1% | -8.9% | -18.0% |
| 6M | -0.1% | -18.0% | +17.9% | +4.1% |
| YTD | +29.2% | -7.4% | +36.5% | +29.3% |
| 1Y | +36.6% | +6.7% | +29.9% | +33.4% |
| All | +36.6% | +5.2% | +31.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling