+248.8%
XLF vs FFIV
+249.4%
-0.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | -0.6% |
| 7D | -1.5% | +5.4% | -6.9% | -3.4% |
| 30D | -1.2% | -2.7% | +1.5% | -0.4% |
| 3M | +9.2% | +4.5% | +4.6% | +6.6% |
| 6M | +16.3% | +42.2% | -25.9% | +0.3% |
| YTD | +5.4% | +61.3% | -55.9% | -14.0% |
| 1Y | +7.6% | +23.0% | -15.4% | -3.0% |
| 3Y | +74.2% | +156.3% | -82.1% | +13.8% |
| 5Y | +66.1% | +102.9% | -36.7% | +16.2% |
| All | +248.8% | +249.4% | -0.5% | +82.8% |
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