+117.8%
FFIV vs XME
+260.6%
-142.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | -0.5% | +0.3% | -0.9% | -0.7% |
| 30D | -32.4% | -6.1% | -26.3% | -30.8% |
| 3M | -25.7% | -18.6% | -7.1% | -19.9% |
| 6M | -13.5% | -23.9% | +10.4% | -5.0% |
| YTD | +21.1% | -9.3% | +30.5% | +22.6% |
| 1Y | +29.4% | +1.8% | +27.7% | +24.8% |
| 3Y | +94.9% | +93.0% | +1.9% | +41.6% |
| 5Y | +34.7% | +107.0% | -72.3% | -7.2% |
| All | +117.8% | +260.6% | -142.8% | +10.2% |
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