+811.0%
XEL vs FFIV
+7,518.9%
-6,707.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | -1.0% | 0.0% | -0.9% |
| 30D | -1.9% | -5.1% | +3.2% | -1.7% |
| 3M | -1.9% | -4.5% | +2.5% | -1.8% |
| 6M | -7.4% | +36.5% | -43.9% | -8.9% |
| YTD | +4.1% | +53.0% | -48.9% | +1.9% |
| 1Y | +8.0% | +24.2% | -16.2% | +6.7% |
| 3Y | +48.4% | +137.2% | -88.8% | +41.9% |
| 5Y | +27.2% | +91.8% | -64.5% | +22.4% |
| 10Y | +146.8% | +215.2% | -68.4% | +131.2% |
| All | +811.0% | +7,518.9% | -6,707.9% | +725.8% |
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