+92.6%
FFIV vs XME
+179.6%
-87.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -1.5% | +3.6% | -5.2% | -2.9% |
| 30D | -2.7% | +3.6% | -6.3% | -4.1% |
| 3M | -1.7% | +1.2% | -2.9% | -2.6% |
| 6M | +36.1% | +9.0% | +27.1% | +29.8% |
| YTD | +52.6% | +15.9% | +36.7% | +41.1% |
| 1Y | +21.5% | +43.2% | -21.7% | +2.1% |
| 3Y | +142.7% | +137.4% | +5.3% | +61.7% |
| 5Y | +92.6% | +185.0% | -92.5% | +18.5% |
| All | +92.6% | +179.6% | -87.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling