+638.3%
XLB vs FFIV
+6,100.0%
-5,461.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | +7.1% | -33.8% | +40.9% | +12.1% |
| 3M | +0.6% | -20.6% | +21.2% | +2.9% |
| 6M | +3.5% | -10.2% | +13.7% | +4.0% |
| YTD | +18.2% | +24.5% | -6.2% | +13.8% |
| 1Y | +25.6% | +29.3% | -3.7% | +20.3% |
| 3Y | +46.7% | +103.8% | -57.1% | +32.2% |
| 5Y | +30.9% | +40.9% | -10.0% | +22.7% |
| 10Y | +167.7% | +126.6% | +41.2% | +135.9% |
| All | +638.3% | +6,100.0% | -5,461.7% | +399.2% |
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