+149.7%
XBI vs FFIV
+249.4%
-99.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.8% |
| 7D | -4.6% | +5.4% | -10.1% | -6.9% |
| 30D | -2.0% | -2.7% | +0.7% | -1.2% |
| 3M | +17.8% | +4.5% | +13.3% | +14.5% |
| 6M | +23.7% | +42.2% | -18.5% | +3.5% |
| YTD | +28.2% | +61.3% | -33.1% | 0.0% |
| 1Y | +64.0% | +23.0% | +40.9% | +44.2% |
| 3Y | +99.4% | +156.3% | -56.9% | +16.8% |
| 5Y | +19.3% | +102.9% | -83.5% | -22.4% |
| All | +149.7% | +249.4% | -99.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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