+29.0%
XLB vs FFIV
+39.5%
-10.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.5% | -8.1% | +6.6% | +0.5% |
| 30D | +6.1% | -33.4% | +39.5% | +16.4% |
| 3M | 0.0% | -24.7% | +24.8% | +5.7% |
| 6M | 0.0% | -8.8% | +8.8% | -1.0% |
| YTD | +16.0% | +21.8% | -5.7% | +3.5% |
| 1Y | +24.7% | +25.3% | -0.6% | +10.1% |
| 3Y | +40.4% | +101.2% | -60.8% | 0.0% |
| All | +29.0% | +39.5% | -10.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling