+147.8%
XEL vs FFIV
+249.4%
-101.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.3% |
| 7D | -0.3% | +5.4% | -5.7% | -0.9% |
| 30D | -3.9% | -2.7% | -1.3% | -3.7% |
| 3M | -2.8% | +4.5% | -7.3% | -3.6% |
| 6M | -5.4% | +42.2% | -47.6% | -9.9% |
| YTD | +3.8% | +61.3% | -57.5% | -3.1% |
| 1Y | +6.8% | +23.0% | -16.2% | +3.3% |
| 3Y | +45.6% | +156.3% | -110.7% | +24.3% |
| 5Y | +30.7% | +102.9% | -72.2% | +13.7% |
| All | +147.8% | +249.4% | -101.6% | +96.0% |
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