+14.7%
XLF vs FFIV
+33.5%
-18.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +5.5% | -9.8% | +15.3% | +6.3% |
| 30D | +9.9% | -28.1% | +38.0% | +12.5% |
| 3M | +2.6% | -20.0% | +22.7% | +3.6% |
| 6M | +15.6% | -0.1% | +15.6% | +11.6% |
| YTD | +9.4% | +29.2% | -19.8% | -1.1% |
| 1Y | +14.7% | +36.6% | -21.9% | +2.4% |
| All | +14.7% | +33.5% | -18.8% | +2.4% |
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 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