+43.6%
XLE vs FFIV
+26.7%
+16.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -12.0% | -8.1% | -3.9% | -11.7% |
| 30D | -2.7% | -33.4% | +30.6% | -1.4% |
| 3M | +6.6% | -24.7% | +31.3% | +7.1% |
| 6M | +9.5% | -8.8% | +18.4% | +7.9% |
| YTD | +40.6% | +21.8% | +18.8% | +34.2% |
| 1Y | +43.6% | +25.3% | +18.3% | +37.5% |
| All | +43.6% | +26.7% | +16.9% | +37.5% |
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