-4.1%
XLC vs FFIV
+32.1%
-36.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | +3.1% | +1.9% | +1.2% | +2.9% |
| 30D | -4.2% | -33.3% | +29.1% | -1.7% |
| 3M | -2.1% | -24.9% | +22.8% | -0.5% |
| 6M | -6.6% | -10.5% | +3.9% | -6.8% |
| YTD | -7.8% | +24.4% | -32.2% | -12.2% |
| 1Y | -4.1% | +32.3% | -36.4% | -10.0% |
| All | -4.1% | +32.1% | -36.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling