+627.9%
XLB vs FFIV
+7,518.9%
-6,891.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -0.4% | -5.1% | +4.7% | +0.2% |
| 3M | +2.0% | -4.5% | +6.4% | +2.3% |
| 6M | +1.8% | +36.5% | -34.6% | -2.4% |
| YTD | +16.6% | +53.0% | -36.4% | +10.0% |
| 1Y | +16.9% | +24.2% | -7.3% | +13.0% |
| 3Y | +32.6% | +137.2% | -104.7% | +17.9% |
| 5Y | +35.6% | +91.8% | -56.1% | +23.1% |
| 10Y | +160.0% | +215.2% | -55.1% | +121.7% |
| All | +627.9% | +7,518.9% | -6,891.0% | +382.4% |
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