+135.8%
XLC vs FFIV
+79.4%
+56.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.5% | -2.9% | +6.4% | +4.5% |
| 30D | -2.6% | -32.4% | +29.9% | +10.4% |
| 3M | -2.1% | -22.7% | +20.6% | +5.0% |
| 6M | -5.5% | -10.7% | +5.2% | -4.7% |
| YTD | -6.9% | +25.4% | -32.3% | -19.1% |
| 1Y | -3.7% | +34.2% | -37.9% | -18.8% |
| 3Y | +64.2% | +101.2% | -37.0% | +12.0% |
| 5Y | +43.0% | +42.0% | +1.1% | +10.4% |
| All | +135.8% | +79.4% | +56.4% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling