+869.9%
XBI vs FFIV
+864.9%
+5.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.4% |
| 7D | -1.1% | -0.5% | -0.5% | -0.9% |
| 30D | +2.6% | -32.4% | +35.0% | +14.4% |
| 3M | -4.0% | -25.7% | +21.7% | +3.5% |
| 6M | +10.9% | -13.5% | +24.4% | +13.4% |
| YTD | +23.6% | +21.1% | +2.5% | +12.5% |
| 1Y | +35.1% | +29.4% | +5.7% | +20.3% |
| 3Y | +125.2% | +94.9% | +30.3% | +72.4% |
| 5Y | +19.7% | +34.7% | -15.0% | +2.4% |
| 10Y | +130.6% | +119.0% | +11.6% | +67.5% |
| All | +869.9% | +864.9% | +5.0% | +312.2% |
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