+955.3%
XBI vs FFIV
+1,118.7%
-163.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.9% | -1.0% | +1.8% | +1.1% |
| 30D | +7.1% | -5.1% | +12.1% | +8.6% |
| 3M | +22.9% | -4.5% | +27.3% | +24.1% |
| 6M | +29.7% | +36.5% | -6.8% | +16.4% |
| YTD | +34.5% | +53.0% | -18.5% | +15.6% |
| 1Y | +76.1% | +24.2% | +51.8% | +60.6% |
| 3Y | +103.2% | +137.2% | -34.0% | +48.5% |
| 5Y | +22.8% | +91.8% | -68.9% | -4.4% |
| 10Y | +176.3% | +215.2% | -38.9% | +82.9% |
| All | +955.3% | +1,118.7% | -163.4% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling