+888.4%
XEL vs FFIV
+6,097.9%
-5,209.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.4% | +1.9% | -0.5% | +1.3% |
| 30D | +9.2% | -33.3% | +42.5% | +11.0% |
| 3M | +4.5% | -24.9% | +29.4% | +5.6% |
| 6M | +3.6% | -10.5% | +14.1% | +3.8% |
| YTD | +12.9% | +24.4% | -11.5% | +11.3% |
| 1Y | +4.1% | +32.3% | -28.2% | +2.4% |
| 3Y | +52.3% | +99.7% | -47.4% | +46.5% |
| 5Y | +51.6% | +38.4% | +13.2% | +47.6% |
| 10Y | +185.2% | +125.0% | +60.2% | +170.4% |
| All | +888.4% | +6,097.9% | -5,209.4% | +802.5% |
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