+1,175.5%
FFIV vs XME
+169.9%
+1,005.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -1.6% |
| 7D | -8.1% | -4.5% | -3.7% | -6.4% |
| 30D | -33.4% | -10.9% | -22.5% | -30.3% |
| 3M | -24.7% | -15.3% | -9.5% | -20.0% |
| 6M | -8.8% | -24.6% | +15.8% | +0.9% |
| YTD | +21.8% | -9.6% | +31.4% | +23.8% |
| 1Y | +25.3% | +2.9% | +22.4% | +20.4% |
| 3Y | +101.2% | +86.9% | +14.2% | +48.2% |
| 5Y | +40.2% | +115.2% | -75.0% | -5.2% |
| 10Y | +129.0% | +305.7% | -176.7% | +10.0% |
| All | +1,175.5% | +169.9% | +1,005.6% | +488.1% |
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