+41.6%
XLE vs FFIV
+28.6%
+13.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -6.7% | -4.2% | -2.5% | -6.5% |
| 30D | -4.4% | -33.9% | +29.5% | -2.9% |
| 3M | +4.0% | -22.6% | +26.6% | +4.4% |
| 6M | +13.2% | -10.4% | +23.5% | +11.6% |
| YTD | +41.9% | +24.3% | +17.6% | +34.5% |
| 1Y | +41.6% | +31.8% | +9.8% | +34.1% |
| All | +41.6% | +28.6% | +13.0% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling