+55.0%
XEL vs FFIV
+95.4%
-40.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.1% |
| 7D | +2.4% | -0.5% | +3.0% | +2.4% |
| 30D | +8.3% | -32.4% | +40.7% | +8.4% |
| 3M | +4.2% | -25.7% | +29.9% | +4.3% |
| 6M | +3.7% | -13.5% | +17.2% | +3.6% |
| YTD | +13.1% | +21.1% | -8.1% | +11.8% |
| 1Y | +5.0% | +29.4% | -24.4% | +3.5% |
| 3Y | +55.0% | +94.9% | -39.9% | +44.6% |
| All | +55.0% | +95.4% | -40.4% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling