+217.7%
XLF vs FFIV
+118.6%
+99.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +7.6% | -32.4% | +40.0% | +21.6% |
| 3M | +1.1% | -25.7% | +26.8% | +9.7% |
| 6M | +15.9% | -13.5% | +29.4% | +17.9% |
| YTD | +8.4% | +21.1% | -12.7% | -4.3% |
| 1Y | +12.5% | +29.4% | -16.9% | -3.5% |
| 3Y | +81.6% | +94.9% | -13.3% | +27.2% |
| 5Y | +59.3% | +34.7% | +24.5% | +27.3% |
| All | +217.7% | +118.6% | +99.1% | +83.6% |
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