+173.9%
XLE vs FFIV
+130.1%
+43.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -0.2% | -2.9% | +2.7% | +0.7% |
| 30D | -4.0% | -32.4% | +28.4% | +7.8% |
| 3M | +4.6% | -22.7% | +27.3% | +11.6% |
| 6M | +12.3% | -10.7% | +23.0% | +12.9% |
| YTD | +44.5% | +25.4% | +19.2% | +26.8% |
| 1Y | +42.4% | +34.2% | +8.2% | +21.5% |
| 3Y | +67.0% | +101.2% | -34.2% | +16.8% |
| 5Y | +161.9% | +42.0% | +120.0% | +106.1% |
| 10Y | +173.9% | +126.7% | +47.1% | +53.9% |
| All | +173.9% | +130.1% | +43.8% | +53.9% |
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 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