+242.8%
FFIV vs XME
+412.4%
-169.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -1.3% | +1.4% | -2.7% | -2.0% |
| 3M | +2.4% | +2.7% | -0.4% | +0.7% |
| 6M | +41.8% | +6.5% | +35.3% | +36.4% |
| YTD | +58.5% | +15.2% | +43.3% | +46.9% |
| 1Y | +24.3% | +43.5% | -19.2% | +4.8% |
| 3Y | +152.0% | +135.9% | +16.2% | +71.1% |
| 5Y | +99.1% | +181.5% | -82.3% | +22.8% |
| 10Y | +242.8% | +436.9% | -194.1% | +59.0% |
| All | +242.8% | +412.4% | -169.6% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling