+35.8%
XLC vs FFIV
+39.5%
-3.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.9% | -8.1% | +13.0% | +7.7% |
| 30D | -5.8% | -33.4% | +27.6% | +6.4% |
| 3M | -5.4% | -24.7% | +19.3% | +1.6% |
| 6M | -10.2% | -8.8% | -1.3% | -11.0% |
| YTD | -10.2% | +21.8% | -31.9% | -22.1% |
| 1Y | -5.6% | +25.3% | -30.9% | -19.3% |
| 3Y | +61.0% | +101.2% | -40.2% | +2.5% |
| All | +35.8% | +39.5% | -3.6% | -1.6% |
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