+1,202.1%
FFIV vs XME
+179.0%
+1,023.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -33.9% | -9.2% | -24.7% | -31.4% |
| 3M | -22.6% | -17.8% | -4.8% | -16.6% |
| 6M | -10.4% | -20.0% | +9.7% | -3.2% |
| YTD | +24.3% | -6.6% | +30.9% | +24.6% |
| 1Y | +31.8% | +1.8% | +30.0% | +27.2% |
| 3Y | +99.5% | +98.7% | +0.8% | +43.3% |
| 5Y | +40.7% | +123.9% | -83.2% | -6.4% |
| 10Y | +126.9% | +277.9% | -151.0% | +12.3% |
| All | +1,202.1% | +179.0% | +1,023.1% | +492.1% |
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