+142.5%
XLC vs FFIV
+118.9%
+23.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.8% | -1.0% | +0.1% | -0.6% |
| 30D | +1.0% | -5.1% | +6.1% | +2.7% |
| 3M | -0.7% | -4.5% | +3.8% | +0.3% |
| 6M | -5.1% | +36.5% | -41.6% | -17.3% |
| YTD | -4.3% | +53.0% | -57.3% | -21.0% |
| 1Y | -0.6% | +24.2% | -24.8% | -11.3% |
| 3Y | +72.7% | +137.2% | -64.5% | +13.6% |
| 5Y | +38.0% | +91.8% | -53.8% | -2.9% |
| All | +142.5% | +118.9% | +23.6% | +47.9% |
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