+179.2%
XLE vs FFIV
+118.6%
+60.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.9% |
| 7D | +5.4% | -0.5% | +6.0% | +5.6% |
| 30D | -3.9% | -32.4% | +28.4% | +7.8% |
| 3M | +7.0% | -25.7% | +32.7% | +15.6% |
| 6M | +14.2% | -13.5% | +27.7% | +16.0% |
| YTD | +48.2% | +21.1% | +27.1% | +31.4% |
| 1Y | +47.7% | +29.4% | +18.3% | +27.4% |
| 3Y | +70.0% | +94.9% | -24.9% | +20.1% |
| 5Y | +169.1% | +34.7% | +134.4% | +116.0% |
| All | +179.2% | +118.6% | +60.6% | +58.6% |
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 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