+1,502.3%
FFIV vs XME
+242.3%
+1,259.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -5.1% | +6.0% | -11.1% | -7.6% |
| 3M | -4.5% | -7.7% | +3.3% | -2.0% |
| 6M | +36.5% | +1.0% | +35.5% | +33.7% |
| YTD | +53.0% | +14.6% | +38.3% | +41.6% |
| 1Y | +24.2% | +46.0% | -21.7% | +3.3% |
| 3Y | +137.2% | +127.0% | +10.2% | +61.8% |
| 5Y | +91.8% | +175.8% | -84.0% | +17.1% |
| 10Y | +215.2% | +414.6% | -199.5% | +37.2% |
| All | +1,502.3% | +242.3% | +1,259.9% | +572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling