+172.7%
XLE vs FFIV
+216.0%
-43.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +11.8% | -5.1% | +16.8% | +13.6% |
| 3M | +9.8% | -4.5% | +14.3% | +10.7% |
| 6M | +15.6% | +36.5% | -20.9% | +1.9% |
| YTD | +45.3% | +53.0% | -7.7% | +21.9% |
| 1Y | +48.3% | +24.2% | +24.1% | +33.6% |
| 3Y | +55.4% | +137.2% | -81.8% | +5.9% |
| 5Y | +216.1% | +91.8% | +124.3% | +126.2% |
| All | +172.7% | +216.0% | -43.3% | +45.4% |
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