+20.8%
XBI vs FFIV
+100.0%
-79.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -3.1% |
| 7D | -3.6% | +3.5% | -7.1% | -5.0% |
| 30D | +0.9% | -1.3% | +2.2% | +1.1% |
| 3M | +21.4% | +2.4% | +19.1% | +19.4% |
| 6M | +25.5% | +41.8% | -16.3% | +6.4% |
| YTD | +30.8% | +58.5% | -27.7% | +4.4% |
| 1Y | +68.6% | +24.3% | +44.2% | +49.5% |
| 3Y | +103.9% | +152.0% | -48.1% | +17.8% |
| 5Y | +20.8% | +99.1% | -78.4% | -19.5% |
| All | +20.8% | +100.0% | -79.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling